Maximum likelihood estimation of the autoregressive model by relaxation on the reflection coefficients (Q3807997)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation of the autoregressive model by relaxation on the reflection coefficients |
scientific article |
Statements
Maximum likelihood estimation of the autoregressive model by relaxation on the reflection coefficients (English)
0 references
1988
0 references
autoregressive parameter estimation
0 references
reflection coefficient
0 references
algorithm
0 references
Toeplitz covariance matrix
0 references