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Comparison between the least squares, maximum likelihood and bayes estimation of simple arma models

Comparison between the least squares, maximum likelihood and bayes estimation of simple arma models

Hietikko, Harri
  • 期刊名称Journal of Statistical Computation and Simulation
  • 作者Hietikko, Harri
  • 卷第12卷
  • 印刷ISSN0094-9655
  • 电子ISSN1563-5163
  • 文件大小296.34KB
  • 发表时间1981-04
  • DOI10.1080/00949658108810457
  • 页码225-235
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