FIRST ORDER AUTO‐REGRESSIVE MODEL PARAMETER ESTIMATION WITH PERIODIC OBSERVATIONS

D. N. P. Murthy

Journal of Time Series Analysis, 1985, vol. 6, issue 2, 91-95

Abstract: Abstract. In this note we study the method of maximum likelihood for estimating the parameters of a first order auto‐regressive model with periodic observation pattern.

Date: 1985
References: Add references at CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1111/j.1467-9892.1985.tb00400.x

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:jtsera:v:6:y:1985:i:2:p:91-95

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0143-9782

Access Statistics for this article

Journal of Time Series Analysis is currently edited by M.B. Priestley

More articles in Journal of Time Series Analysis from Wiley Blackwell
Bibliographic data for series maintained by Wiley Content Delivery ().