MAXIMUM LIKELIHOOD ESTIMATION OF AUTOCOVARIANCE MATRICES FROM REPLICATED SHORT TIME SERIES
- 1 March 1987
- journal article
- Published by Wiley in Journal of Time Series Analysis
- Vol. 8 (2), 135-146
- https://doi.org/10.1111/j.1467-9892.1987.tb00428.x
Abstract
No abstract availableKeywords
This publication has 3 references indexed in Scilit:
- Estimation of structured covariance matricesProceedings of the IEEE, 1982
- REPLICATED OBSERVATIONS OF LOW ORDER AUTOREGRESSIVE TIME SERIESJournal of Time Series Analysis, 1981
- Characterization of the Partial Autocorrelation FunctionThe Annals of Statistics, 1974