An exact forward-backward maximum likelihood autoregressive parameter estimation method (Q3986206)
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scientific article; zbMATH DE number 28482
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An exact forward-backward maximum likelihood autoregressive parameter estimation method |
scientific article; zbMATH DE number 28482 |
Statements
An exact forward-backward maximum likelihood autoregressive parameter estimation method (English)
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27 June 1992
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exact forward-backward maximum likelihood
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loglikelihood function
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Gaussian AR process
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iterative maximization
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autoregressive parameter estimation method
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