ESTIMATION OF PARAMETERS OF A MULTIVARIATE MOVING AVERAGE MODEL FROM ESTIMATES OF THE INVERSE AUTOCOVARIANCE FUNCTION

被引：2

|

作者：

NAKANO, J

TAGAMI, S

机构：

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1987年 / 16卷 / 01期

关键词：

D O I：

10.1080/03610928708829357

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：181 / 192

页数：12

相关论文

共 50 条

[21] ESTIMATION OF THE PARAMETERS OF THE MOVING AVERAGE IN THE CASE OF INFINITE VARIANCE
ONISHCHENKO, VF
THEORY OF PROBABILITY AND ITS APPLICATIONS, 1989, 34 (02) : 335 - 340
[22] ON THE ESTIMATION OF 2-DIMENSIONAL MOVING AVERAGE PARAMETERS
ZHANG, XD
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1991, 36 (10) : 1196 - 1199
[23] ESTIMATION OF PARAMETERS FOR AUTOREGRESSIVE-MOVING AVERAGE MODELS FROM SAMPLE AUTOCOVARIANCES
TUAN, PD
BIOMETRIKA, 1979, 66 (03) : 555 - 560
[24] EXACT LIKELIHOOD FUNCTION OF MULTIVARIATE AUTOREGRESSIVE-MOVING AVERAGE MODELS
NICHOLLS, DF
HALL, AD
BIOMETRIKA, 1979, 66 (02) : 259 - 264
[25] Two methods for estimation of parameters of spatial moving average processes
Adjengue, LD
Moore, M
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 1999, 27 (04): : 795 - 818
[26] NOTE ON ESTIMATION OF PARAMETERS OF AUTOREGRESSIVE-MOVING AVERAGE PROCESS
COOPER, DM
THOMPSON, R
BIOMETRIKA, 1977, 64 (03) : 625 - 628
[27] Testing the hypothesis on the "drift" of parameters in the moving average model
Erlikh I.G.
Moscow University Mathematics Bulletin, 2009, 64 (1) : 7 - 10
[28] Recursive estimation of the exponentially weighted moving average model
Hendrych, Radek
Cipra, TomaS
JOURNAL OF RISK, 2019, 21 (06): : 43 - 67
[29] PARAMETER-ESTIMATION OF AN AUTOREGRESSIVE MOVING AVERAGE MODEL
NAKANO, J
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1982, 34 (01) : 83 - 90
[30] Efficient Estimation Strategies for Spatial Moving Average Model
Al-Momani, Marwan
Ahmed, Syed Ejaz
Hussein, Abdul A.
PROCEEDINGS OF THE THIRTEENTH INTERNATIONAL CONFERENCE ON MANAGEMENT SCIENCE AND ENGINEERING MANAGEMENT, VOL 1, 2020, 1001 : 520 - 543

← 1 2 3 4 5 →