Maximum Likelihood Estimation of Parameters of Autoregressive Processes with Moving Average Residuals and Other Covariance Matrices with Linear Structure

The Annals of Statistics ◽

10.1214/aos/1176343285 ◽

1975 ◽

Vol 3 (6) ◽

pp. 1283-1304 ◽

Author(s):

T. W. Anderson

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Moving Average ◽

Likelihood Estimation ◽

Linear Structure ◽

Covariance Matrices ◽

Autoregressive Processes ◽

Estimation Of Parameters

Download Full-text

On Maximum Likelihood Estimation of Parameters of Autoregressive Moving Average Processes

Transactions of the Seventh Prague Conference on Information Theory, Statistical Decision Functions, Random Processes and of the 1974 European Meeting of Statisticians ◽

10.1007/978-94-010-9910-3_4 ◽

1977 ◽

pp. 37-45 ◽

Author(s):

T. W. Anderson

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Moving Average ◽

Likelihood Estimation ◽

Autoregressive Moving Average ◽

Estimation Of Parameters ◽

Moving Average Processes

Download Full-text

Penalized maximum-likelihood estimation of covariance matrices with linear structure

IEEE Transactions on Signal Processing ◽

10.1109/78.650262 ◽

1997 ◽

Vol 45 (12) ◽

pp. 3027-3038 ◽

Author(s):

T.J. Schulz

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Linear Structure ◽

Covariance Matrices ◽

Penalized Maximum Likelihood ◽

Penalized Maximum Likelihood Estimation

Download Full-text

MAXIMUM LIKELIHOOD ESTIMATION FOR AUTOREGRESSIVE PROCESSES DISTURBED BY A MOVING AVERAGE

Journal of Time Series Analysis ◽

10.1111/j.1467-9892.1993.tb00171.x ◽

1993 ◽

Vol 14 (6) ◽

pp. 629-643 ◽

Author(s):

Dong Wan Shin

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Moving Average ◽

Likelihood Estimation ◽

Autoregressive Processes

Download Full-text

The Maximum Likelihood Estimation of Parameters in Mixed Autoregressive Moving-Average Multivariate Models

10.21034/sr.20 ◽

1977 ◽

Author(s):

Rusdu Saracoglu

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Moving Average ◽

Likelihood Estimation ◽

Autoregressive Moving Average ◽

Estimation Of Parameters ◽

Multivariate Models

Download Full-text

Iterative Procedures for Exact Maximum Likelihood Estimation in the First-Order Gaussian Moving Average Model

10.21236/ada230812 ◽

1990 ◽

Author(s):

T. W. Anderson ◽

R. P. Mentz

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Moving Average ◽

Likelihood Estimation ◽

Average Model ◽

First Order ◽

Moving Average Model ◽

Iterative Procedures ◽

Exact Maximum Likelihood

Download Full-text

Modified Maximum Likelihood Estimation in Autoregressive Processes with Generalized Exponential Innovations

Open Journal of Statistics ◽

10.4236/ojs.2014.48058 ◽

2014 ◽

Vol 04 (08) ◽

pp. 620-629

Author(s):

Bernardo Lagos-Álvarez ◽

Guillermo Ferreira ◽

Emilio Porcu

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Autoregressive Processes ◽

Modified Maximum Likelihood

Download Full-text

Maximum likelihood estimation of parameters in multivariate Gaussian stochastic processes (Corresp.)

IEEE Transactions on Information Theory ◽

10.1109/tit.1974.1055155 ◽

1974 ◽

Vol 20 (1) ◽

pp. 102-104 ◽

Author(s):

P. Caines ◽

J. Rissanen

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Stochastic Processes ◽

Likelihood Estimation ◽

Estimation Of Parameters ◽

Multivariate Gaussian ◽

Gaussian Stochastic Processes

Download Full-text

Maximum Likelihood Estimation for Vector Autoregressive Moving Average Models

10.21236/ada060867 ◽

1978 ◽

Author(s):

Theodore W. Anderson

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Moving Average ◽

Likelihood Estimation ◽

Autoregressive Moving Average ◽

Vector Autoregressive ◽

Moving Average Models ◽

Vector Autoregressive Moving Average ◽

Autoregressive Moving Average Models

Download Full-text

Maximum Likelihood Estimation of Parameters and Uncertainty in Phytoplankton Models

Uncertainty and Forecasting of Water Quality ◽

10.1007/978-3-642-82054-0_6 ◽

1983 ◽

pp. 157-171 ◽

Author(s):

G. van Straten

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Likelihood Estimation ◽

Estimation Of Parameters

Download Full-text

Restricted maximum likelihood estimation of genetic principal components and smoothed covariance matrices

Genetics Selection Evolution ◽

10.1186/1297-9686-37-1-1 ◽

2005 ◽

Vol 37 (1) ◽

pp. 1 ◽

Author(s):

Karin Meyer ◽

Mark Kirkpatrick

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Principal Components ◽

Likelihood Estimation ◽

Restricted Maximum Likelihood ◽

Covariance Matrices ◽

Restricted Maximum Likelihood Estimation

Download Full-text