Maximum likelihood estimation of parameters in multivariate Gaussian stochastic processes (Corresp.)

DOI10.1109/TIT.1974.1055155zbMath0283.62085MaRDI QIDQ4769847

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Publication date: 1974

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Stochastic analysis (60H99)

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