SMALL-SAMPLE PROPERTIES OF THE MAXIMUM-LIKELIHOOD ESTIMATOR IN THE 1ST-ORDER MOVING AVERAGE MODEL

被引:16
作者
CRYER, JD
LEDOLTER, J
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D O I
10.1093/biomet/68.3.691
中图分类号
Q [生物科学];
学科分类号
07 ; 0710 ; 09 ;
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页码:691 / 694
页数:4
相关论文
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[2]   NOTE ON ESTIMATION OF PARAMETERS OF AUTOREGRESSIVE-MOVING AVERAGE PROCESS [J].
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BIOMETRIKA, 1977, 64 (03) :625-628
[3]  
KENDALL MG, 1969, ADV THEORY STATISTIC, V1