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Estimation and information in stationary time series

โœ Scribed by P. Whittle

Book ID
112789032
Publisher
Springer Netherlands
Year
1953
Tongue
English
Weight
567 KB
Volume
2
Category
Article
ISSN
0004-2080

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Statistical inference for stationary time series is often based on the maximum likelihood principle, i.e., the maximization of the (quasi) likelihood of observations derived on Gaussian assumptions, although no such distributional assumptions are made. In this paper, we define the disparity measure