Asymptotic properties of maximum likelihood estimates in a class of space-time regression models (Q1907810)

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scientific article; zbMATH DE number 844602
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Asymptotic properties of maximum likelihood estimates in a class of space-time regression models
scientific article; zbMATH DE number 844602

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    Asymptotic properties of maximum likelihood estimates in a class of space-time regression models (English)
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    13 February 1996
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    exact likelihood function
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    conditional likelihood function
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    circular matrices
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    martingale central limit theorem
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    satellite ozone data
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    maximum likelihood estimates
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    space-time regression models
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    structural periodic vector autoregressive processes
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    spectral density matrix
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    strong law of large numbers
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