ON THE STRUCTURE OF THE LIKELIHOOD FUNCTION OF AUTOREGRESSIVE AND MOVING AVERAGE MODELS (Q3965458)
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scientific article; zbMATH DE number 3787903
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| English | ON THE STRUCTURE OF THE LIKELIHOOD FUNCTION OF AUTOREGRESSIVE AND MOVING AVERAGE MODELS |
scientific article; zbMATH DE number 3787903 |
Statements
ON THE STRUCTURE OF THE LIKELIHOOD FUNCTION OF AUTOREGRESSIVE AND MOVING AVERAGE MODELS (English)
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1980
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finite order normal autoregressive models
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existence of maximum likelihood estimates
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Gaussian moving average process
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