The full likelihood function of a linear stationary Gaussian process

MaRDI QIDQ4618451zbMATH OpenFDO

Authors John N. Haddad, Ziad Rached, Amer Jajou

Publication date 5 February 2019

Full work available at URL http://ijmcs.future-in-tech.net/13.1/R-Haddad-Rached-Jajou.pdf

zbMATH Keywords

full likelihood functioninverse of covariance matrixcausal processesGaussian linear stationary process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Analysis of variance and covariance (ANOVA) (62J10)

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