A necessary and sufficient condition for the existence of the maximum likelihood estimate in autoregressive models

DOI10.1109/78.193241zbMath0764.62071OpenAlexW2151946908MaRDI QIDQ4036270

Serge Dégerine

Publication date: 16 May 1993

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/78.193241

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (1)

Extension of Autocovariance Coefficients Sequence for Periodically Correlated Processes

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