Maximum likelihood estimation of change point from stationary to nonstationary in autoregressive models using dynamic linear model

By  

QUALITY AND RELIABILITY ENGINEERING INTERNATIONAL, Vol. 34, Iss. 1, 2018-02 ,pp. : 27-36

John Wiley & Sons Inc

Access to resources Recommend Favorite

Parameter estimation using polynomial chaos and maximum likelihood

By Chen-Charpentier Benito   Stanescu Dan  

International Journal of Computer Mathematics, Vol. 91, Iss. 2, 2014-02 ,pp. : 336-346

Taylor & Francis Ltd

Access to resources Recommend Favorite

Estimation and Prediction of Functional Autoregressive Processes

By TAHAR MOURID  

Statistics, Vol. 36, Iss. 2, 2002-01 ,pp. : 125-138

Taylor & Francis Ltd

Access to resources Recommend Favorite

Estimating the Density of the Residuals in Autoregressive Models

By Liebscher Eckhard  

Statistical Inference for Stochastic Processes, Vol. 2, Iss. 2, 1999-05 ,pp. : 105-117

Springer Publishing Company

Access to resources Recommend Favorite

A cyclic algorithm for maximum likelihood estimation using Schur complement

By  

NUMERICAL LINEAR ALGEBRA WITH APPLICATIONS (ELECTRONIC), Vol. 22, Iss. 6, 2015-12 ,pp. : 1161-1179

John Wiley & Sons Inc

Access to resources Recommend Favorite