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On the maximum likelihood estimation of the parameters of a Gaussian moving average process - MaRDI portal

On the maximum likelihood estimation of the parameters of a Gaussian moving average process (Q3666091)

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On the maximum likelihood estimation of the parameters of a Gaussian moving average process
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    On the maximum likelihood estimation of the parameters of a Gaussian moving average process (English)
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    1982
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    exact likelihood estimation
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    iterative procedure
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    solving maximum likelihood equations
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    Gaussian moving average process
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