Exact maximum-likelihood estimation of autoregressive models via the Kalman filter (Q899876)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Exact maximum-likelihood estimation of autoregressive models via the Kalman filter |
scientific article; zbMATH DE number 6525087
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exact maximum-likelihood estimation of autoregressive models via the Kalman filter |
scientific article; zbMATH DE number 6525087 |
Statements
Exact maximum-likelihood estimation of autoregressive models via the Kalman filter (English)
0 references
1 January 2016
0 references
