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再论ARMA模型参数极大似然估计的收敛速度
陈敏1; 王明生2
1995
Source Publication应用数学学报
ISSN0254-3079
Volume018Issue:004Pages:538
Abstract本文给出了ARMA模型参数的极大似然估计和最小平方和估计的强收敛速度。
Language英语
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/45832
Collection应用数学研究所
Affiliation1.中国科学院数学与系统科学研究院
2.山西大学
Recommended Citation
GB/T 7714
陈敏,王明生. 再论ARMA模型参数极大似然估计的收敛速度[J]. 应用数学学报,1995,018(004):538.
APA 陈敏,&王明生.(1995).再论ARMA模型参数极大似然估计的收敛速度.应用数学学报,018(004),538.
MLA 陈敏,et al."再论ARMA模型参数极大似然估计的收敛速度".应用数学学报 018.004(1995):538.
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