MAXIMUM LIKELIHOOD ESTIMATION IN AN N-TH ORDER AUTOREGRESSIVE DISTURBANCE MODEL

被引：0

作者：

CASSIDY, HJ ^{[1
]}

机构：

[1] PLANNING RES CORP,MCLEAN,VA

来源：

SOUTHERN ECONOMIC JOURNAL | 1969年 / 35卷 / 03期

关键词：

D O I：

10.2307/1056539

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：263 / 264

页数：2

共 50 条

[31] NON-STATIONARITY AND QUASI-MAXIMUM LIKELIHOOD ESTIMATION ON A DOUBLE AUTOREGRESSIVE MODEL
Chen, Min
Li, Dong
Ling, Shiqing
JOURNAL OF TIME SERIES ANALYSIS, 2014, 35 (03) : 189 - 202
[32] RECURSIVE MAXIMUM-LIKELIHOOD-ESTIMATION OF COMPLEX AUTOREGRESSIVE PROCESSES
PIMBLEY, JM
IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1990, 38 (08): : 1466 - 1467
[33] ON THE EXACT MAXIMUM-LIKELIHOOD ESTIMATION OF GAUSSIAN AUTOREGRESSIVE PROCESSES
CERNUSCHIFRIAS, B
ROGERS, JD
IEEE TRANSACTIONS ON ACOUSTICS SPEECH AND SIGNAL PROCESSING, 1988, 36 (06): : 922 - 924
[34] A maximum likelihood estimation method for multispectral autoregressive image models
Bennett, J
Khotanzad, A
INTERNATIONAL CONFERENCE ON IMAGE PROCESSING - PROCEEDINGS, VOL II, 1997, : 839 - 842
[35] MAXIMUM LIKELIHOOD ESTIMATION OF SINGULAR EQUATION SYSTEMS WITH AUTOREGRESSIVE DISTURBANCES
BEACH, CM
MACKINNON, JG
INTERNATIONAL ECONOMIC REVIEW, 1979, 20 (02) : 459 - 464
[36] The Compensation of N-th Order Bilinearity Applied with Model Based Controller
Gadek, Lukasz
Koszalka, Leszek
Burnham, Keith J.
PROGRESS IN SYSTEMS ENGINEERING, 2015, 366 : 49 - 54
[37] THE MAXIMUM-LIKELIHOOD ESTIMATION OF ECONOMIC RELATIONSHIPS WITH AUTOREGRESSIVE RESIDUALS
SARGAN, JD
ECONOMETRICA, 1961, 29 (03) : 414 - 426
[38] A general n-th order spectral transform
Z. R. Bhatti (Department of Mathematics
ChineseJournalofAcoustics, 2001, (02) : 184 - 192
[39] Maximum likelihood for fuzzy pure spatial autoregressive model
Mohammed, Jaufar Mousa
Tawfeeq, Ammer Fadel
Aziz, Maysoon M.
INTERNATIONAL JOURNAL OF NONLINEAR ANALYSIS AND APPLICATIONS, 2022, 13 (01): : 2267 - 2277
[40] DERIVATION OF N-TH ORDER CUMULANT SPECTRA
Trapp, Arvid
Wolfsteiner, Peter
2023 IEEE STATISTICAL SIGNAL PROCESSING WORKSHOP, SSP, 2023, : 11 - 15

← 1 2 3 4 5 →