On the closed form of the likelihood function of the first order moving average model (Q4842919)
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scientific article; zbMATH DE number 786438
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| English | On the closed form of the likelihood function of the first order moving average model |
scientific article; zbMATH DE number 786438 |
Statements
On the closed form of the likelihood function of the first order moving average model (English)
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16 August 1995
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covariance matrix
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first order moving average process
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dual autoregressive process
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near identity matrix
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inverse
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closed form of the likelihood function
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0.87204015
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0.86684245
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