AR models with uniformly distributed noise
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Publication:3470104
DOI10.21136/AM.1989.104367zbMath0694.65075OpenAlexW3048049263MaRDI QIDQ3470104
Publication date: 1989
Full work available at URL: https://eudml.org/doc/15593
numerical exampleparameter estimationmaximum likelihood estimationiterative methodwhite noiseautoregressive modelsconditional maximum likelihood method
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99)
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