Maximum Likelihood and Modified Maximum Likelihood Estimates of Linear Models with Errors Following Auto Regressive Process

The estimation of parameters of linear models with errors following first order auto-regressive process has been investigated. The Modified Maximum likelihood estimates, introduced by Patterson and Thompson (1971,1974) have been derived. An iterative procedure for solving MML equations has been sugg...

Täydet tiedot

Bibliografiset tiedot

Päätekijä:	Heba El-Laithy
Aineistotyyppi:	Artigo
Kieli:	Inglês
Julkaistu:	Cairo University, Faculty of Graduate Studies for Statistical Research (FGSSR) 1989-06-01
Sarja:	The Egyptian Statistical Journal
Aiheet:	Auto Regressive Process Consumption Function Errors Linear Models Maximum Likelihood Estimation Modified Maximum Likelihood Estimates
Linkit:	https://esju.journals.ekb.eg/article_316517_99d328e9afe0727ad89beef576207156.pdf
Tagit:	Lisää tagi Ei tageja, Lisää ensimmäinen tagi!