Maximum likelihood estimation for noncausal autoregressive processes
- 1 February 1991
- journal article
- Published by Elsevier in Journal of Multivariate Analysis
- Vol. 36 (2) , 175-198
- https://doi.org/10.1016/0047-259x(91)90056-8
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- On Adaptive Estimation in Stationary ARMA ProcessesThe Annals of Statistics, 1987
- Deconvolution and Estimation of Transfer Function Phase and Coefficients for Nongaussian Linear ProcessesThe Annals of Statistics, 1982
- Adaptive estimates for autoregressive processesAnnals of the Institute of Statistical Mathematics, 1976