Evaluation of the covariance matrix for the maximum likelihood estimator of a Gaussian autoregressive-moving average process (Q3666096)
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scientific article; zbMATH DE number 3818920
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| English | Evaluation of the covariance matrix for the maximum likelihood estimator of a Gaussian autoregressive-moving average process |
scientific article; zbMATH DE number 3818920 |
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Evaluation of the covariance matrix for the maximum likelihood estimator of a Gaussian autoregressive-moving average process (English)
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1983
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evaluation of covariance matrix
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Gaussian autoregressive-moving average process
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maximum likelihood estimator
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efficient estimation
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information matrix
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minimum variance
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stationary time series
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