Abstract
F. J. Breidt, R. A. Davis, K.-S. Lii, and M. Rosenblatt. Maximum likelihood estimation for noncausal autoregressive processes. J. Multivariate Anal., 36(2): 175–198, 1991. Reprinted with permission of Elsevier Inc.
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Davis, R.A., Lii, KS., Politis, D.N. (2011). Maximum Likelihood Estimation for Noncausal Autoregressive Processes. In: Davis, R., Lii, KS., Politis, D. (eds) Selected Works of Murray Rosenblatt. Selected Works in Probability and Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4419-8339-8_37
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DOI: https://doi.org/10.1007/978-1-4419-8339-8_37
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