Estimation on a GAR(1) Process by the EM Algorithm (Q3526950): Difference between revisions
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| Property / cites work: ESTIMATION OF THE PARAMETERS OF AN EAR(p) PROCESS / rank | |||
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| Property / cites work: First-order autoregressive gamma sequences and point processes / rank | |||
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| Property / cites work: Theory & Methods: Non‐Gaussian Conditional Linear AR(1) Models / rank | |||
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| Property / cites work: On conditional least squares estimation for stochastic processes / rank | |||
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| Property / cites work: Simulation of weibull and gamma autoregressive stationary process / rank | |||
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| Property / cites work: First-order autoregressive models for gamma and exponential processes / rank | |||
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Latest revision as of 16:44, 28 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation on a GAR(1) Process by the EM Algorithm |
scientific article |
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Estimation on a GAR(1) Process by the EM Algorithm (English)
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25 September 2008
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autoregressive gamma processes
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parameter estimation
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EM algorithm
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