SPECTRAL MAXIMUM LIKELIHOOD ESTIMATION OF A SIGNAL-TO-NOISE RATIO LYING IN THE VICINITY OF ZERO (Q4715809)
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scientific article; zbMATH DE number 946917
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | SPECTRAL MAXIMUM LIKELIHOOD ESTIMATION OF A SIGNAL-TO-NOISE RATIO LYING IN THE VICINITY OF ZERO |
scientific article; zbMATH DE number 946917 |
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SPECTRAL MAXIMUM LIKELIHOOD ESTIMATION OF A SIGNAL-TO-NOISE RATIO LYING IN THE VICINITY OF ZERO (English)
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23 March 1997
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boundary estimate
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noninvertible moving average
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structural time series model
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unit root
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unobserved component
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deterministic component
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signal-to-noise ratio
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frequency domain estimation
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unobserved components model
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