Maximum likelihood estimation for linear regression models with autoregressive errors (Q4322947)
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scientific article; zbMATH DE number 721998
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation for linear regression models with autoregressive errors |
scientific article; zbMATH DE number 721998 |
Statements
Maximum likelihood estimation for linear regression models with autoregressive errors (English)
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13 February 1995
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existence
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automatic differentiation
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uniqueness
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stationary \(AR(p)\) errors
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nonlinear optimization
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stepsize control
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