ON THE UNIMODALITY OF THE EXACT LIKELIHOOD FUNCTION FOR NORMAL AR(2) SERIES (Q4272770)
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scientific article; zbMATH DE number 472910
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON THE UNIMODALITY OF THE EXACT LIKELIHOOD FUNCTION FOR NORMAL AR(2) SERIES |
scientific article; zbMATH DE number 472910 |
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ON THE UNIMODALITY OF THE EXACT LIKELIHOOD FUNCTION FOR NORMAL AR(2) SERIES (English)
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20 December 1993
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first-order autoregression
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second-order autoregression
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uniqueness of the maximum likelihood estimates
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stationary second-order autoregressive normal processes
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exact likelihood equations
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sufficient condition for uniqueness
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local maxima
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