Likelihood equations for estimation of parameters determining the covariance matrix of Gaussian sequences (Q920525)
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scientific article; zbMATH DE number 4163963
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Likelihood equations for estimation of parameters determining the covariance matrix of Gaussian sequences |
scientific article; zbMATH DE number 4163963 |
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Likelihood equations for estimation of parameters determining the covariance matrix of Gaussian sequences (English)
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1989
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time series
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likelihood equations
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covariance matrix
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one-dimensional Gaussian sequences
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Fisher information matrix
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density function of the estimators
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