Exact maximum-likelihood estimation of autoregressive models via the Kalman filter (Q899876)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Exact maximum-likelihood estimation of autoregressive models via the Kalman filter |
scientific article |
Statements
Exact maximum-likelihood estimation of autoregressive models via the Kalman filter (English)
0 references
1 January 2016
0 references