Minqe, maximum likelihood estimation and fisher scoring algorithm for non linear variance models (Q4324726)

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scientific article; zbMATH DE number 728090
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Minqe, maximum likelihood estimation and fisher scoring algorithm for non linear variance models
scientific article; zbMATH DE number 728090

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    Minqe, maximum likelihood estimation and fisher scoring algorithm for non linear variance models (English)
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    28 February 1995
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    mixed model
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    nonlinear variance model
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    local optimality
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    restricted maximum likelihood
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    non ARMA errors
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    Rao's MINQE
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    Fisher scoring
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    maximum likelihood estimation
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    numerical example
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