Computing Maximum Likelihood Estimates in Recursive Linear Models with Correlated Errors

Mathias Drton, Michael Eichler, Thomas S. Richardson. Computing Maximum Likelihood Estimates in Recursive Linear Models with Correlated Errors. Journal of Machine Learning Research, 10:2329-2348, 2009. [doi]

@article{DrtonER09,
  title = {Computing Maximum Likelihood Estimates in Recursive Linear Models with Correlated Errors},
  author = {Mathias Drton and Michael Eichler and Thomas S. Richardson},
  year = {2009},
  doi = {10.1145/1577069.1755864},
  url = {http://doi.acm.org/10.1145/1577069.1755864},
  researchr = {https://researchr.org/publication/DrtonER09},
  cites = {0},
  citedby = {0},
  journal = {Journal of Machine Learning Research},
  volume = {10},
  pages = {2329-2348},
}