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

页码：1180 / 1193

页数：14

共 50 条

[21] OPEN 1ST-ORDER STOCHASTIC PROCESSES
GANS, PJ
JOURNAL OF CHEMICAL PHYSICS, 1960, 33 (03): : 691 - 694
[22] MODELING NONNORMAL 1ST-ORDER AUTOREGRESSIVE TIME-SERIES
SIM, CH
JOURNAL OF FORECASTING, 1994, 13 (04) : 369 - 381
[23] A COMPUTATIONAL ALGORITHM FOR THE COVERAGE PROBABILITY OF A 1ST-ORDER AUTOREGRESSIVE PROCESS
YANG, MCK
LAI, PY
BIOMETRICS, 1983, 39 (03) : 813 - 813
[24] PARAMETER INFERENCE FOR A NEARLY NONSTATIONARY 1ST-ORDER AUTOREGRESSIVE MODEL
AHTOLA, J
TIAO, GC
BIOMETRIKA, 1984, 71 (02) : 263 - 272
[25] SEQUENTIAL ESTIMATION OF THE MEAN OF A 1ST-ORDER STATIONARY AUTOREGRESSIVE PROCESS
SRIRAM, TN
ANNALS OF STATISTICS, 1987, 15 (03): : 1079 - 1090
[26] STATIONARY DISTRIBUTION AND INNOVATIONS IN THE 1ST-ORDER GENERAL AUTOREGRESSIVE PROCESS
BRONIATOWSKI, M
DIEBOLT, J
COMPTES RENDUS DE L ACADEMIE DES SCIENCES SERIE I-MATHEMATIQUE, 1987, 305 (05): : 203 - 206
[27] SOLUTIONS TO A SYSTEM OF EQUATIONS INVOLVING A 1ST-ORDER AUTOREGRESSIVE PROCESS
WADE, KM
QUAAS, RL
JOURNAL OF DAIRY SCIENCE, 1993, 76 (10) : 3026 - 3032
[28] COMPETING ANISOTROPIES AND 1ST-ORDER MAGNETIZATION PROCESSES
BOLZONI, F
PIRINI, MF
JOURNAL OF APPLIED PHYSICS, 1990, 68 (05) : 2315 - 2323
[29] A CONTINUOUS-TIME APPROXIMATION TO THE STATIONARY 1ST-ORDER AUTOREGRESSIVE MODEL
PERRON, P
ECONOMETRIC THEORY, 1991, 7 (02) : 236 - 252
[30] ESTIMATION OF THE PARAMETERS INVOLVED IN A 1ST-ORDER AUTOREGRESSIVE PROCESS FOR CONTEMPORARY GROUPS
WADE, KM
QUAAS, RL
VANVLECK, LD
JOURNAL OF DAIRY SCIENCE, 1993, 76 (10) : 3033 - 3040

← 1 2 3 4 5 →