Open AccessMaximum Likelihood Estimating of the Covariance Matrix of the ARMA Model Using Band Matrix
Author(s) -
Behzad Mansouri,
Rahim Chinipardaz
Publication year - 2019
Publication title -
journal of statistical sciences
Language(s) - English
Resource type - Journals
eISSN - 2783-2929
pISSN - 1735-8183
DOI - 10.29252/jss.12.2.527
Subject(s) - mathematics , estimation of covariance matrices , scatter matrix , covariance matrix , autoregressive–moving average model , covariance function , matrix (chemical analysis) , covariance , statistics , likelihood function , rational quadratic covariance function , covariance intersection , algorithm , estimation theory , autoregressive model , materials science , composite material
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