Maximum likelihood estimation of order m for stationary stochastic processes
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Publication:3316424
DOI10.1093/biomet/70.2.381zbMath0533.62078OpenAlexW2028667582MaRDI QIDQ3316424
Publication date: 1983
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/70.2.381
consistencyasymptotic normalitymaximum likelihood estimationstationary stochastic processesasymptotic relative efficiencyapproximate likelihood
Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes (62M99)
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