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Iterative maximum‐likelihood estimation of parameters of the Toeplitz correlation structure - MaRDI portal

Iterative maximum‐likelihood estimation of parameters of the Toeplitz correlation structure (Q5750166)

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scientific article; zbMATH DE number 4184717
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Iterative maximum‐likelihood estimation of parameters of the Toeplitz correlation structure
scientific article; zbMATH DE number 4184717

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    Iterative maximum‐likelihood estimation of parameters of the Toeplitz correlation structure (English)
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    1988
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    iterative algorithm
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    maximum-likelihood estimates
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    Laurent correlation matrix
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    Toeplitz correlation
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