LARGE-SAMPLE ESTIMATION OF PARAMETERS FOR MOVING-AVERAGE MODELS

被引：4

|

作者：

WALKER, AM

机构：

来源：

BIOMETRIKA | 1961年 / 48卷 / 3-4期

关键词：

D O I：

10.1093/biomet/48.3-4.343

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

引用

收藏

页码：343 / &

相关论文

共 50 条

[1] LARGE-SAMPLE ESTIMATION OF PARAMETERS FOR AUTOREGRESSIVE PROCESSES WITH MOVING-AVERAGE RESIDUALS
WALKER, AM
[J]. BIOMETRIKA, 1962, 49 (1-2) : 117 - &
[2] EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS
DURBIN, J
[J]. BIOMETRIKA, 1959, 46 (3-4) : 306 - 316
[3] ESTIMATION OF MOVING-AVERAGE PARAMETERS
CHOW, JC
[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1972, AC17 (02) : 268 - &
[4] PROCEDURE FOR ESTIMATING SEASONAL MOVING AVERAGE MODELS BASED ON LARGE-SAMPLE ESTIMATION OF CORRELOGRAM
GODOLPHIN, EJ
[J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL, 1977, 39 (02): : 238 - 247
[5] LARGE-SAMPLE TEST FOR DETECTING GAPS IN MOVING AVERAGE MODELS
GODOLPHIN, EJ
[J]. JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-METHODOLOGICAL, 1978, 40 (03): : 290 - 295
[6] On moving-average models with feedback
Li, Dong
Ling, Shiqing
Tong, Howell
[J]. BERNOULLI, 2012, 18 (02) : 735 - 745
[7] A COMPARISON OF ESTIMATION METHODS FOR VECTOR AUTOREGRESSIVE MOVING-AVERAGE MODELS
Kascha, Christian
[J]. ECONOMETRIC REVIEWS, 2012, 31 (03) : 297 - 324
[8] On the least squares estimation of threshold autoregressive and moving-average models
Li, Dong
Li, Wai Keung
Ling, Shiqing
[J]. STATISTICS AND ITS INTERFACE, 2011, 4 (02) : 183 - 196
[9] Modified Durbin Method for Accurate Estimation of Moving-Average Models
Broersen, Piet M. T.
[J]. IEEE TRANSACTIONS ON INSTRUMENTATION AND MEASUREMENT, 2009, 58 (05) : 1361 - 1369
[10] ESTIMATION OF ORDER OF A MOVING-AVERAGE PROCESS
CHOW, JC
[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1972, AC17 (03) : 386 - &

← 1 2 3 4 5 →