SMALL-SAMPLE PROPERTIES OF NON-LINEAR LEAST-SQUARES AND MAXIMUM LIKELIHOOD ESTIMATORS IN THE CONTEXT OF AUTOCORRELATED ERRORS

被引：36

|

作者：

SPITZER, JJ

机构：

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1979年 / 74卷 / 365期

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D O I：

10.2307/2286718

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：41 / 47

页数：7

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