An invariance property for the maximum likelihood estimator of the parameters of a Gaussian moving average process (Q1154766)
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scientific article; zbMATH DE number 3729322
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An invariance property for the maximum likelihood estimator of the parameters of a Gaussian moving average process |
scientific article; zbMATH DE number 3729322 |
Statements
An invariance property for the maximum likelihood estimator of the parameters of a Gaussian moving average process (English)
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1980
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invariance property
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maximum likelihood estimator
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Gaussian moving average process
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Walker procedure
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autocorrelation function
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stationary time series
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