The Likelihood of an Autoregressive Scheme

  • M. Rosenblatt
Part of the Lecture Notes in Statistics book series (LNS, volume 115)


Markov Property Toeplitz Matrix Toeplitz Matrice Invariant Density Nonminimum Phase 
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    H.-O. Georgii, Gibbs Measures and Phase Transitions, W. de Gruyter, 1988.CrossRefGoogle Scholar
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    U. Grenander and G. Szegö, Toeplitz Forms and Their Applications, University of California Press, 1958.MATHGoogle Scholar
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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
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Copyright information

© Springer-Verlag New York, Inc. 1996

Authors and Affiliations

  • M. Rosenblatt
    • 1
  1. 1.University of CaliforniaSan DiegoUSA

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