Estimating moving average parameters : classical pileups and Bayesian posteriors
Year of publication: |
1993
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Authors: | DeJong, David Neil |
Other Persons: | Whiteman, Charles H. (contributor) |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 11.1993, 3, p. 311-317
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Subject: | Schätztheorie | Estimation theory | Simulation | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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