SCOPUS 정보 검색 플랫폼

Volumn 8, Issue 2, 1987, Pages 135-146

MAXIMUM LIKELIHOOD ESTIMATION OF AUTOCOVARIANCE MATRICES FROM REPLICATED SHORT TIME SERIES

a IMAG (France)

Author keywords

Autocovariance matrix; innovations; maximum likelihood; partial autocorrelation coefficients

Indexed keywords

EID: 84986791329 PISSN: 01439782 EISSN: 14679892 Source Type: Journal
DOI: 10.1111/j.1467-9892.1987.tb00428.x Document Type: Article

Times cited : (8)

References (8)

1
- 84986815048
- Replicated observations of low order autoregressive time series
- (1981) Journal of Time Series Analysis , vol.2 , pp. 63-70
- Azzalini, A.¹

2
- 0020183044
- Estimation of structured covariance matrices
- (1982) Proceedings of the IEEE , vol.70 , pp. 963-974
- Burg, J.P.¹ Luenberger, D.G.² Wenger, D.L.³

4
- 84939742537
- Décompositions spectrales d'une matrice d'autocovariance et applications.
- série I
- (1983) C. R. Acad. Sci. Paris , vol.296 , pp. 565-568
- Degerine, S.¹

5
- 84986750951
- Calcul de l'estimation de maximum de vraisemblance d'une matrice d'autocovariance pour un échantillon. Research Report No. 517, Laboratoire TIM3, Institut IMAG, B.P. 68, 38402 Saint‐Martin d'Héres.
- (1985)
- Degerine, S.¹

6
- 84939368514
- Estimation d'une matrice interspectrale de structure imposée
- (1984) Applications: Traitement du Signal , vol.1 , pp. 3-17
- Le Cadre, J.P.¹ Lopez, P.²

8
- 0007790921
- Characterization of the partial autocorrelation function
- (1974) The Annals of Statistics , vol.2 , pp. 1296-1301
- Ramsey, F.L.¹

* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.