Miscellanea. Exact Gaussian maximum likelihood and simulation for regularly-spaced observations with Gaussian correlations
等间隔高斯相关观测的精确高斯最大似然与模拟
For regularly-spaced observations with the Gaussian autocorrelation function, the finite and infinite autoregressive and moving-average representations can be obtained theoretically. This allows exact Gaussian maximum likelihood to be performed very accurately, and gives a simple exact simulation method.