Gaussian Likelihood Estimation for Nearly Nonstationary AR(1) Processes
نویسندگان
چکیده
منابع مشابه
Parameter Estimation via Gaussian Processes and Maximum Likelihood Estimation
Computer models usually have a variety of parameters that can (and need to) be tuned so that the model better reflects reality. This problem is called calibration and is an inverse problem. We assume that we have a set of observed responses to given inputs in a physical system and a computer model that depends on parameters that models the physical system being studied. It is often the case tha...
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ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1991
ISSN: 0090-5364
DOI: 10.1214/aos/1176348241