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

Publisher： John Wiley & Sons Inc

E-ISSN： 1099-1638|34|1|27-36

ISSN： 0748-8017

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

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Maximum likelihood parameter estimation algorithm for controlled autoregressive autoregressive models

By Wang Wei  

International Journal of Computer Mathematics, Vol. 88, Iss. 16, 2011-11 ,pp. : 3458-3467

Taylor & Francis Ltd

Access to resources Recommend Favorite

Sieve maximum likelihood estimation in generalized linear models with an unknown link function

By  

WILEY INTERDISCIPLINARY REVIEWS: COMPUTATIONAL STATISTICS (ELECTRONIC), Vol. 10, Iss. 2, 2018-03 ,pp. : n/a-n/a

John Wiley & Sons Inc

Access to resources Recommend Favorite

Maximum likelihood estimation of the multivariate hidden dynamic geostatistical model with application to air quality in Apulia, Italy

By  

ENVIRONMETRICS (ELECTRONIC), Vol. 26, Iss. 6, 2015-09 ,pp. : 406-417

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

Maximum likelihood estimation in mixed normal models with two variance Components

By S. GNOT  

Statistics, Vol. 36, Iss. 4, 2002-01 ,pp. : 283-302

Taylor & Francis Ltd

Access to resources Recommend Favorite