Maximum likelihood estimation for all-pass time series models

Journal of Multivariate Analysis

Volumn 97, Issue 7, 2006, Pages 1638-1659

  Andrews, Beth ^a   Davis, Richard A ^b   Jay Breidt, F ^b  

^a NORTHWESTERN UNIVERSITY   (United States)

^b Veterinary Dentistry and Oral Surgery   (United States)

Author keywords

Gaussian mixture; Non Gaussian; Noninvertible moving average; White noise

Indexed keywords

EID: 33646767835     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2006.01.005     Document Type: Article

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