Estimation of Variance Components for a Linear Toeplitz Model

DOI10.1080/03610920701215431zbMath1124.62038OpenAlexW1970480550WikidataQ60461504 ScholiaQ60461504MaRDI QIDQ5421576

Jean-Michel Marin

Publication date: 24 October 2007

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920701215431

zbMATH Keywords

Toeplitz covarianceGaussian maximum likelihoodLMIVQUE

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Point estimation (62F10) Linear inference, regression (62J99) Monte Carlo methods (65C05)

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