Maximum likelihood principle and \(I\)-divergence: discrete time observations. (Q4909780)
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scientific article; zbMATH DE number 6148095
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| English | Maximum likelihood principle and \(I\)-divergence: discrete time observations. |
scientific article; zbMATH DE number 6148095 |
Statements
21 March 2013
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maximum likelihood estimate
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information divergence
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exponential families
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discrete time process
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autoregressive sequences
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0.9627212285995485
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0.7561931014060974
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