A MINIMUM DISTANCE ESTIMATOR FOR 1ST-ORDER AUTOREGRESSIVE PROCESSES

被引：3

|

作者：

WANG, CWH ^{[1
]}

机构：

[1] UNIV MONTANA,MISSOULA,MT 59812

来源：

ANNALS OF STATISTICS | 1986年 / 14卷 / 03期

关键词：

D O I：

10.1214/aos/1176350058

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

收藏

页码：1180 / 1193

页数：14

相关论文

共 50 条

[1] 1ST-ORDER AUTOREGRESSIVE LOGISTIC PROCESSES
SIM, CH
JOURNAL OF APPLIED PROBABILITY, 1993, 30 (02) : 467 - 470
[2] REVERSIBILITY OF 1ST-ORDER AUTOREGRESSIVE PROCESSES
OSAWA, H
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1988, 28 (01) : 61 - 69
[3] BOOTSTRAPPING UNSTABLE 1ST-ORDER AUTOREGRESSIVE PROCESSES
BASAWA, IV
MALLIK, AK
MCCORMICK, WP
REEVES, JH
TAYLOR, RL
ANNALS OF STATISTICS, 1991, 19 (02): : 1098 - 1101
[4] 1ST-ORDER AUTOREGRESSIVE MODELS FOR GAMMA-PROCESSES AND EXPONENTIAL PROCESSES
SIM, CH
JOURNAL OF APPLIED PROBABILITY, 1990, 27 (02) : 325 - 332
[5] ESTIMATION FOR 1ST-ORDER AUTOREGRESSIVE PROCESSES WITH POSITIVE OR BOUNDED INNOVATIONS
DAVIS, RA
MCCORMICK, WP
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 1989, 31 (02) : 237 - 250
[6] PREDICTORS FOR THE 1ST-ORDER AUTOREGRESSIVE PROCESS
FULLER, WA
HASZA, DP
JOURNAL OF ECONOMETRICS, 1980, 13 (02) : 139 - 157
[7] 1ST-ORDER AUTOREGRESSIVE GAMMA-SEQUENCES AND POINT-PROCESSES
GAVER, DP
LEWIS, PAW
ADVANCES IN APPLIED PROBABILITY, 1980, 12 (03) : 727 - 745
[8] 1ST-ORDER AUTOREGRESSIVE PROCESSES WITH TIME-DEPENDENT RANDOM PARAMETERS
KOUBKOVA, A
KYBERNETIKA, 1982, 18 (05) : 408 - 414
[9] THE TAPERING ESTIMATION OF THE 1ST-ORDER AUTOREGRESSIVE PARAMETERS
KANG, H
BIOMETRIKA, 1987, 74 (03) : 643 - 645
[10] ON THE 1ST-ORDER AUTOREGRESSIVE PROCESS WITH INFINITE VARIANCE
CHAN, NH
TRAN, LT
ECONOMETRIC THEORY, 1989, 5 (03) : 354 - 362

← 1 2 3 4 5 →