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

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1973
Accession Number
AD0783078

Entities

People

  • Theodore W. Anderson

Organizations

  • Stanford University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Classification
  • Covariance
  • Data Science
  • Distribution Functions
  • Equations
  • Information Science
  • Maximum Likelihood Estimation
  • Normal Distribution
  • Probability
  • Random Variables
  • Residuals
  • Sequences
  • Stationary Processes
  • Statistical Algorithms
  • Statistical Analysis
  • Statistics
  • Stochastic Processes