Part of the Lecture Notes in Statistics book series (LNS, volume 115)
The Likelihood of an Autoregressive Scheme
KeywordsMarkov Property Toeplitz Matrix Toeplitz Matrice Invariant Density Nonminimum Phase
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- M. Kramer, “The fluctuation of the Gaussian likelihood for stationary Gaussian sequences,” Ph.D. thesis, University of California, San Diego, 1993.Google Scholar
© Springer-Verlag New York, Inc. 1996