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Q3827448 - MaRDI portal

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scientific article

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    author
    Richard A. Davis
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    Peter J. Brockwell
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    publication date
    1988
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    Mathematics Subject Classification ID
    62M20
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    62M15
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    62M10
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    zbMATH DE Number
    4102349
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    zbMATH Keywords
    Gaussian likelihood
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    linear process
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    spectral density estimation
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    simulation
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    identification
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    zero-mean second order process
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    best linear mean-square predictor
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    mean squared errors
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    ARMA (p,q) process
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