The maximum likelihood estimators in a multivariate normal distribution with AR(1) covariance structure for monotone data

Hironori Fujisawa

Annals of the Institute of Statistical Mathematics, 1996, vol. 48, issue 3, 423-428

Keywords: AR(1) covariance structure; conditional distribution; maximum likelihood estimator; missing data; monotone data; multivariate normal distribution (search for similar items in EconPapers)
Date: 1996
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DOI: 10.1007/BF00050846

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