MAXIMUM-LIKELIHOOD ESTIMATES OF INCORRECT MARKOV-MODELS FOR TIME-SERIES AND THE DERIVATION OF AIC

被引：23

|

作者：

OGATA, Y

机构：

来源：

JOURNAL OF APPLIED PROBABILITY | 1980年 / 17卷 / 01期

关键词：

D O I：

10.2307/3212924

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：

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页码：59 / 72

页数：14

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