Exact maximum likelihood estimation for non-Gaussian moving averages (Q5323626)
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scientific article; zbMATH DE number 5586075
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| English | Exact maximum likelihood estimation for non-Gaussian moving averages |
scientific article; zbMATH DE number 5586075 |
Statements
23 July 2009
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EM algorithm
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Monte Carlo
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non-invertible
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non-minimum phase
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0.8722759485244751
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0.8107388019561768
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0.8086617588996887
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0.7968202233314514
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