QQ客服 官方微博 反馈留言

	Autoregressive Process with Measurement Errors
	Liu, Jixue ; He, Shuyuan
	2011
关键词	Asymptotic normality Autoregressive process Measurement error Strong consistency
英文摘要	Autoregressive process with measurement errors is studied. Extended Yule-Walker equation is used to obtain the estimator of parameters. Strong consistency and asymptotic normality are proved under some common conditions. Computer simulation is used to show the presentation of estimator.; http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000287207400007&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=8e1609b174ce4e31116a60747a720701 ; Statistics & Probability; SCI(E); EI; 0; ARTICLE; 6; 1041-1048; 40
语种	英语
出处	SCI ; EI
出版者	communications in statistics theory and methods
内容类型	其他
源URL	[http://hdl.handle.net/20.500.11897/157609]
专题	数学科学学院
推荐引用方式 GB/T 7714	Liu, Jixue,He, Shuyuan. Autoregressive Process with Measurement Errors. 2011-01-01.

个性服务

查看访问统计

相关权益政策

暂无数据

收藏/分享

除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。