A note on maximum likelihood estimation for the first-order autoregressive process (Q3909882)
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scientific article; zbMATH DE number 3720231
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| default for all languages | No label defined |
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| English | A note on maximum likelihood estimation for the first-order autoregressive process |
scientific article; zbMATH DE number 3720231 |
Statements
A note on maximum likelihood estimation for the first-order autoregressive process (English)
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1980
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time series
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maximum likelihood estimator
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stationary first-order autoregressive process
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closed-form expression
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