Iterative maximum‐likelihood estimation of parameters of the Toeplitz correlation structure (Q5750166)
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scientific article; zbMATH DE number 4184717
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| English | Iterative maximum‐likelihood estimation of parameters of the Toeplitz correlation structure |
scientific article; zbMATH DE number 4184717 |
Statements
Iterative maximum‐likelihood estimation of parameters of the Toeplitz correlation structure (English)
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1988
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iterative algorithm
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maximum-likelihood estimates
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Laurent correlation matrix
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Toeplitz correlation
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0.7950006127357483
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0.7920952439308167
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0.7798190116882324
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0.7699370980262756
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0.7580772638320923
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