مرکز منطقه ای اطلاع رساني علوم و فناوري - Biases of the restricted maximum likelihood estimators for ARMA processes with polynomial time trend

Title of article :

Biases of the restricted maximum likelihood estimators for ARMA processes with polynomial time trend

Author/Authors :

Weechang Kang، نويسنده , , Dong Wan Shin، نويسنده , , Youngjo Lee، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2003

Pages :

From page :

163

To page :

176

Keywords :

Autoregressive moving average process , Bias , Polynomial time trend , Restricted likelihood , Restricted maximum likelihood estimator

Journal title :

Journal of Statistical Planning and Inference

Serial Year :

2003

Journal title :

Journal of Statistical Planning and Inference

Record number :

219568

Link To Document :