Optimality of the Maximum Likelihood Estimator in AR (p) Model Under a General Set-Up of the Roots (Q4032369)
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scientific article
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| English | Optimality of the Maximum Likelihood Estimator in AR (p) Model Under a General Set-Up of the Roots |
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Optimality of the Maximum Likelihood Estimator in AR (p) Model Under a General Set-Up of the Roots (English)
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1 April 1993
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multiple autoregressive processes
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maximum likelihood estimator
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uniform integrability
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optimality of the maximum likelihood estimator
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Gaussian innovations
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least-squares estimator
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autoregressive process
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characteristic equation
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ellipsoid of concentration
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Cramér-Rao lower bound
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0.7851334810256958
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0.7815757393836975
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0.7799602746963501
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