On the maximum likelihood estimation of the parameters of a Gaussian moving average process (Q3666091)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 3818914
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the maximum likelihood estimation of the parameters of a Gaussian moving average process |
scientific article; zbMATH DE number 3818914 |
Statements
On the maximum likelihood estimation of the parameters of a Gaussian moving average process (English)
0 references
1982
0 references
exact likelihood estimation
0 references
iterative procedure
0 references
solving maximum likelihood equations
0 references
Gaussian moving average process
0 references
