Pages that link to "Item:Q4842919"
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The following pages link to On the closed form of the likelihood function of the first order moving average model (Q4842919):
Displaying 6 items.
- The auto-regression and the moving-average (Q963863) (← links)
- A note on maximum likelihood estimation in the first-order Gaussian moving average model (Q1209696) (← links)
- On the likelihood function for a multivariate \(MA(q)\) process (Q2736692) (← links)
- Sufficient statistics for arma models with some fixed parameters (Q3842918) (← links)
- Evaluation of quadratic forms and traces for iterative estimation in first-order moving average models (Q4275772) (← links)
- THE RECURSIVE PROPERTY OF THE INVERSE OF THE COVARIANCE MATRIX OF A MOVING‐AVERAGE PROCESS OF GENERAL ORDER (Q4864578) (← links)