First-order random coefficient autoregressive (RCA(1)) model : joint Whittle estimation and information.
保存先:
主要な著者: | Shitan, Mahendran, Thavaneswaran, A., Vazifedan, Turaj |
---|---|
フォーマット: | Conference or Workshop Item |
言語: | English |
出版事項: |
2014
|
オンライン・アクセス: | http://psasir.upm.edu.my/id/eprint/32293/1/32293.pdf http://psasir.upm.edu.my/id/eprint/32293/ |
タグ: |
タグ追加
タグなし, このレコードへの初めてのタグを付けませんか!
|
類似資料
-
Modelling polio data using the first order non-negative integer-valued autoregressive INAR(1) model.
著者:: Vazifedan, Turaj, 等
出版事項: (2012) -
Generalized Autoregressive (GAR) Model: A Comparison of Maximum Likelihood and Whittle Estimation Procedures Using a Simulation Study.
著者:: Shitan, Mahendran, 等
出版事項: (2008) -
Approximate asymptotic variance-covariance matrix for the whittle estimators of GAR(1) parameters
著者:: Shitan, Mahendran, 等
出版事項: (2013) -
Exploratory data analysis for almost everyone
著者:: Shitan, Mahendran, 等
出版事項: (2011) -
A note on the variance of generalized first order autoregressive processes with moving average errors
著者:: Shitan, Mahendran
出版事項: (2008)