Iterative maximum‐likelihood estimation of parameters of the Toeplitz correlation structure (Q5750166)

From MaRDI portal
scientific article; zbMATH DE number 4184717
Language Label Description Also known as
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)
    0 references
    0 references
    0 references
    1988
    0 references
    iterative algorithm
    0 references
    maximum-likelihood estimates
    0 references
    Laurent correlation matrix
    0 references
    Toeplitz correlation
    0 references

    Identifiers