Iterative maximum‐likelihood estimation of parameters of the Toeplitz correlation structure (Q5750166)
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scientific article; zbMATH DE number 4184717
Language | Label | Description | Also known as |
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English | Iterative maximum‐likelihood estimation of parameters of the Toeplitz correlation structure |
scientific article; zbMATH DE number 4184717 |
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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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