Maximum likelihood estimation for linear regression models with autoregressive errors (Q4322947)
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scientific article; zbMATH DE number 721998
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|---|---|---|---|
| default for all languages | No label defined |
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| English | Maximum likelihood estimation for linear regression models with autoregressive errors |
scientific article; zbMATH DE number 721998 |
Statements
Maximum likelihood estimation for linear regression models with autoregressive errors (English)
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13 February 1995
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existence
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automatic differentiation
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uniqueness
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stationary \(AR(p)\) errors
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nonlinear optimization
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stepsize control
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0.8231470584869385
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0.8175467848777771
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0.8068055510520935
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0.8060324192047119
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0.8022767901420593
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