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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    ON THE STRUCTURE OF THE LIKELIHOOD FUNCTION OF AUTOREGRESSIVE AND MOVING AVERAGE MODELS
    scientific article; zbMATH DE number 3787903

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      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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