AN ALGORITHM FOR THE EXACT LIKELIHOOD OF PERIODIC AUTOREGRESSIVE MOVING AVERAGE MODELS

被引：11

作者：

LI, WK ^{[1
]}

HUI, YV ^{[1
]}

机构：

[1] CHINESE UNIV HONG KONG,DEPT STAT,SHATIN,HONG KONG

来源：

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 1988年 / 17卷 / 04期

关键词：

D O I：

10.1080/03610918808812737

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：1483 / 1494

页数：12

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