AN ALGORITHM FOR THE EXACT LIKELIHOOD OF PERIODIC AUTOREGRESSIVE MOVING AVERAGE MODELS

被引：11
|
作者：
LI, WK [1 ]
HUI, YV [1 ]
机构：
[1] CHINESE UNIV HONG KONG,DEPT STAT,SHATIN,HONG KONG
来源：
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 1988年 / 17卷 / 04期
关键词：
D O I：
10.1080/03610918808812737
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：
引用
收藏
页码：1483 / 1494
页数：12
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