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A direct representation for the maximum likelihood estimator of a Gaussian moving average process - MaRDI portal

A direct representation for the maximum likelihood estimator of a Gaussian moving average process (Q4162346)

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scientific article; zbMATH DE number 3592835
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A direct representation for the maximum likelihood estimator of a Gaussian moving average process
scientific article; zbMATH DE number 3592835

    Statements

    title
    A direct representation for the maximum likelihood estimator of a Gaussian moving average process (English)
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    author
    E. J. Godolphin
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    published in
    Biometrika
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    publication date
    1977
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    Identifiers

    zbMATH DE Number
    3592835
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    OpenAlex ID
    W2116961043
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