Parameter Estimation for the NEAR(p) Model

Parameter Estimation for the NEAR(p) Model

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摘要 As to the acronym NEAR（p）, it means “New Exponential Autoregressive Process of order p”. The NEAR（p） model is defined by As to the acronym NEAR（p）, it means “New Exponential Autoregressive Process of order p”. The NEAR（p） model is defined by

作者赵世舜朱复康王德辉

机构地区 College of Mathematics

出处《Northeastern Mathematical Journal》 CSCD 2005年第4期383-386,共4页 东北数学（英文版）

基金 The NSPC (10471025) the NSF of Fujian Province of China (F0210014 and Z0511019).

关键词 AUTOREGRESSIVE conditional least square estimation EXPONENTIAL maximum quasi-likelihood estimation NEAR（p） model weighted conditional least square estimation autoregressive, conditional least square estimation, exponential, maximum quasi-likelihood estimation, NEAR（p） model, weighted conditional least square estimation

分类号 O241.81 [理学—计算数学]

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Northeastern Mathematical Journal

2005年第4期

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Parameter Estimation for the NEAR(p) Model

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