EXACT SOLUTION OF MAXIMUM LIKELIHOOD ESTIMATION FOR NORMAL AR(1) MODEL

Luo Qiaolin

Journal of Systems Science and Mathematical Sciences ›› 1996, Vol. 16 ›› Issue (4) : 344-351.

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PDF(437 KB)
Journal of Systems Science and Mathematical Sciences ›› 1996, Vol. 16 ›› Issue (4) : 344-351. DOI: 10.12341/jssms09539
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EXACT SOLUTION OF MAXIMUM LIKELIHOOD ESTIMATION FOR NORMAL AR(1) MODEL

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Mathematical Sciences, 1996, 16(4): 344-351 https://doi.org/10.12341/jssms09539

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