Maximum likelihood principle and \(I\)-divergence: continuous time observations. (Q4909781)
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scientific article; zbMATH DE number 6148096
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| English | Maximum likelihood principle and \(I\)-divergence: continuous time observations. |
scientific article; zbMATH DE number 6148096 |
Statements
21 March 2013
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maximum likelihood estimation
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information divergence
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Gaussian process
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autoregressive processes
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0.9627212285995485
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0.7932824492454529
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