| 書目名稱 | Random Coefficient Autoregressive Models: An Introduction |
| 副標(biāo)題 | An Introduction |
| 編輯 | Des F. Nicholls,Barry G. Quinn |
| 視頻video | http://file.papertrans.cn/822/821033/821033.mp4 |
| 叢書名稱 | Lecture Notes in Statistics |
| 圖書封面 |  |
| 描述 | In this monograph we have considered a class of autoregressive models whose coefficients are random. The models have special appeal among the non-linear models so far considered in the statistical literature, in that their analysis is quite tractable. It has been possible to find conditions for stationarity and stability, to derive estimates of the unknown parameters, to establish asymptotic properties of these estimates and to obtain tests of certain hypotheses of interest. We are grateful to many colleagues in both Departments of Statistics at the Australian National University and in the Department of Mathematics at the University of Wo110ngong. Their constructive criticism has aided in the presentation of this monograph. We would also like to thank Dr M. A. Ward of the Department of Mathematics, Australian National University whose program produced, after minor modifications, the "three dimensional" graphs of the log-likelihood functions which appear on pages 83-86. Finally we would like to thank J. Radley, H. Patrikka and D. Hewson for their contributions towards the typing of a difficult manuscript. IV CONTENTS CHAPTER 1 INTRODUCTION 1. 1 Introduction 1 Appendix 1. 1 11 Appen |
| 出版日期 | Book 1982 |
| 關(guān)鍵詞 | Autoregressives Modell; Hypothese; Parameter; Power; Variance; Zufall; Zufallskoeffizient; covariance matri |
| 版次 | 1 |
| doi | https://doi.org/10.1007/978-1-4684-6273-9 |
| isbn_softcover | 978-0-387-90766-6 |
| isbn_ebook | 978-1-4684-6273-9Series ISSN 0930-0325 Series E-ISSN 2197-7186 |
| issn_series | 0930-0325 |
| copyright | Springer-Verlag New York Inc. 1982 |
|Archiver|手機(jī)版|小黑屋|
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