Q3776450
type: Item
instance of: scholarly article
zbMATH Open document ID: 0636.62097
author: Edit Huhn
publication date: 1987-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 4036989
zbMATH Keywords: stochastic difference equations
zbMATH Keywords: exact likelihood function
zbMATH Keywords: stationary Gaussian ARMA process
zbMATH Keywords: multidimensional partially observable elementary Gaussian process
zbMATH Keywords: non-observable components
zbMATH Keywords: Kalman filter
MaRDI profile type: Publication
Recommended article: The exact likelihood function of a vector autoregressive moving average process
Recommended article: Miscellanea. On the exact likelihood function of a multivariate autoregressive moving average model
Recommended article: Q3709724
Recommended article: EXACT MAXIMUM LIKELIHOOD ESTIMATION IN AUTOREGRESSIVE PROCESSES
Recommended article: Q5439259
Recommended article: Q4728065
description: scientific article