ON THE MAXIMUM-LIKELIHOOD ESTIMATION OF THE PARAMETERS OF A GAUSSIAN MOVING AVERAGE PROCESS

被引：7
作者：
GODOLPHIN, EJ [1 ]
DEGOOIJER, JG [1 ]
机构：
[1] UNIV AMSTERDAM, DEPT ECON STAT, AMSTERDAM, NETHERLANDS
来源：
BIOMETRIKA | 1982年 / 69卷 / 02期
关键词：
D O I：
10.2307/2335420
中图分类号：
Q [生物科学];
学科分类号：
07 ; 0710 ; 09 ;
摘要：
引用
收藏
页码：443 / 451
页数：9
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