SOME PROPERTIES OF CONDITIONAL QUASI-LIKELIHOOD FUNCTIONS FOR TIME SERIES MODEL FITTING (Q3823683)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SOME PROPERTIES OF CONDITIONAL QUASI-LIKELIHOOD FUNCTIONS FOR TIME SERIES MODEL FITTING |
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SOME PROPERTIES OF CONDITIONAL QUASI-LIKELIHOOD FUNCTIONS FOR TIME SERIES MODEL FITTING (English)
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1988
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autoregressive model
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moving-average model
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model fitting
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maximum likelihood estimates
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time series
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Gaussian process
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asymptotic value of the conditional quasi-likelihood function
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