共 50 条
- [3] A generalized least squares estimation method for the autoregressive conditional duration model [J]. Statistical Papers, 2019, 60 : 123 - 146
- [5] A generalized least absolute deviation method for parameter estimation of autoregressive signals [J]. IEEE TRANSACTIONS ON NEURAL NETWORKS, 2008, 19 (01): : 107 - 118
- [7] PARAMETER-ESTIMATION OF AUTOREGRESSIVE INTEGRATED PROCESSES BY LEAST-SQUARES [J]. ANNALS OF STATISTICS, 1980, 8 (02): : 423 - 435
- [10] Parameter estimation of approximated generalized least squares estimators for the generalized pareto distribution [J]. Beijing Gongye Daxue Xuebao/Journal of Beijing University of Technology, 2012, 38 (05): : 789 - 792