Exact maximum-likelihood estimation of autoregressive models via the Kalman filter (Q899876)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6525087
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Exact maximum-likelihood estimation of autoregressive models via the Kalman filter |
scientific article; zbMATH DE number 6525087 |
Statements
Exact maximum-likelihood estimation of autoregressive models via the Kalman filter (English)
0 references
1 January 2016
0 references
0.8426095843315125
0 references
0.8294630646705627
0 references
0.8207284808158875
0 references
