MAXIMUM LIKELIHOOD ESTIMATION OF REGRESSION-MODELS WITH AUTOREGRESSIVE-MOVING AVERAGE DISTURBANCES

被引：85

作者：

HARVEY, AC ^{[1
]}

PHILLIPS, GDA ^{[1
]}

机构：

[1] UNIV KENT,FAC SOCIAL SCI,CANTERBURY CT2 7NJ,KENT,ENGLAND

来源：

BIOMETRIKA | 1979年 / 66卷 / 01期

关键词：

D O I：

10.1093/biomet/66.1.49

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

引用

页码：49 / 58

页数：10

共 50 条

[1] EXACT MAXIMUM LIKELIHOOD ESTIMATION OF REGRESSION-MODELS WITH FINITE ORDER MOVING AVERAGE ERRORS
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