Constructing First Order Stationary Autoregressive Models via Latent Processes (Q4455925)
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scientific article; zbMATH DE number 2059366
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| English | Constructing First Order Stationary Autoregressive Models via Latent Processes |
scientific article; zbMATH DE number 2059366 |
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Constructing First Order Stationary Autoregressive Models via Latent Processes (English)
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16 March 2004
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Markov process
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marginal density
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maximum likelihood estimation
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EM algorithm
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convolution-closed exponential distribution class
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0.8844358
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0.8799653
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0.87471426
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0.87177765
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