On the exact maximum likelihood estimation of Gaussian autoregressive processes (Q3818218)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the exact maximum likelihood estimation of Gaussian autoregressive processes |
scientific article |
Statements
On the exact maximum likelihood estimation of Gaussian autoregressive processes (English)
0 references
1988
0 references
exact likelihood function
0 references
autoregressive process
0 references
exact ML estimation
0 references
