MAXIMUM LIKELIHOOD ESTIMATION OF REGRESSION-MODELS WITH AUTOREGRESSIVE-MOVING AVERAGE DISTURBANCES

被引：90

作者：

HARVEY, AC ^{[1
]}

PHILLIPS, GDA ^{[1
]}

机构：

[1] UNIV KENT,FAC SOCIAL SCI,CANTERBURY CT2 7NJ,KENT,ENGLAND

来源：

BIOMETRIKA | 1979年 / 66卷 / 01期

关键词：

D O I：

10.1093/biomet/66.1.49

中图分类号：

Q [生物科学];

学科分类号：

07 ; 0710 ; 09 ;

摘要：

引用

页码：49 / 58

页数：10

共 50 条

[21] NONPARAMETRIC MAXIMUM-LIKELIHOOD-ESTIMATION OF CENSORED REGRESSION-MODELS
FERNANDEZ, L
JOURNAL OF ECONOMETRICS, 1986, 32 (01) : 35 - 57
[22] A NOTE ON ENFORCING STATIONARITY IN AUTOREGRESSIVE-MOVING AVERAGE MODELS
MONAHAN, JF
BIOMETRIKA, 1984, 71 (02) : 403 - 404
[23] SURFACE PROFILE CHARACTERIZATION BY AUTOREGRESSIVE-MOVING AVERAGE MODELS
DEVOR, RE
WU, SM
JOURNAL OF ENGINEERING FOR INDUSTRY, 1972, 94 (03): : 825 - &
[24] GMM estimation of spatial autoregressive models with moving average disturbances
Dogan, Osman
Taspinar, Sueleyman
REGIONAL SCIENCE AND URBAN ECONOMICS, 2013, 43 (06) : 903 - 926
[25] EVALUATION OF THE COVARIANCE-MATRIX FOR THE MAXIMUM-LIKELIHOOD ESTIMATOR OF A GAUSSIAN AUTOREGRESSIVE-MOVING AVERAGE PROCESS
GODOLPHIN, EJ
UNWIN, JM
BIOMETRIKA, 1983, 70 (01) : 279 - 284
[26] An algorithm for the exact likelihood of a stationary vector autoregressive-moving average model
Mauricio, JA
JOURNAL OF TIME SERIES ANALYSIS, 2002, 23 (04) : 473 - 486
[27] On estimation of nonparametric regression models with autoregressive and moving average errors
Zheng, Qi
Cui, Yunwei
Wu, Rongning
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2024, 76 (02) : 235 - 262
[28] On estimation of nonparametric regression models with autoregressive and moving average errors
Qi Zheng
Yunwei Cui
Rongning Wu
Annals of the Institute of Statistical Mathematics, 2024, 76 : 235 - 262
[29] PARAMETER-ESTIMATION METHODS FOR AUTOREGRESSIVE-MOVING AVERAGE PROCESSES
ALTSHULER, SV
AUTOMATION AND REMOTE CONTROL, 1982, 43 (08) : 979 - 990
[30] ESTIMATION OF THE PARAMETERS OF THE MARKOVIAN REPRESENTATION OF THE AUTOREGRESSIVE-MOVING AVERAGE MODEL
COOPER, DM
WOOD, EF
BIOMETRIKA, 1981, 68 (01) : 320 - 322

← 1 2 3 4 5 →