مرکز منطقه ای اطلاع رساني علوم و فناوري - Partially adaptive estimation of autoregressive processes via a normal mixture

Title of article :

Partially adaptive estimation of autoregressive processes via a normal mixture

Author/Authors :

Robert F. Phillips، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2002

Pages :

From page :

313

To page :

326

Keywords :

Quasi maximum-likelihood , EM algorithm , Time series

Journal title :

Journal of Statistical Planning and Inference

Serial Year :

2002

Journal title :

Journal of Statistical Planning and Inference

Record number :

219427

Link To Document :