MAXIMUM LIKELIHOOD ESTIMATION OF AUTOCOVARIANCE MATRICES FROM REPLICATED SHORT TIME SERIES (Q4725561)
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scientific article; zbMATH DE number 3999064
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | MAXIMUM LIKELIHOOD ESTIMATION OF AUTOCOVARIANCE MATRICES FROM REPLICATED SHORT TIME SERIES |
scientific article; zbMATH DE number 3999064 |
Statements
MAXIMUM LIKELIHOOD ESTIMATION OF AUTOCOVARIANCE MATRICES FROM REPLICATED SHORT TIME SERIES (English)
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1987
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maximum likelihood estimation
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replicated short time series
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spectral decompositions
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simulation results
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Toeplitz matrix
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Gaussian stationary time series
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autocovariance matrix
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0.7950006127357483
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0.7898320555686951
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0.7898320555686951
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0.7857992649078369
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