ESTIMATION OF RANDOM COEFFICIENT AUTOREGRESSIVE PROCESS: AN EMPIRICAL BAYES APPROACH
- 1 March 1983
- journal article
- Published by Wiley in Journal of Time Series Analysis
- Vol. 4 (2) , 89-94
- https://doi.org/10.1111/j.1467-9892.1983.tb00361.x
Abstract
No abstract availableKeywords
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- Derivation of the Theoretical Autocovariance Function of Autoregressive Moving Average Time SeriesJournal of the Royal Statistical Society Series C: Applied Statistics, 1975
- Empirical Bayes estimators in a multiple linear regression modelBiometrika, 1969
- Mathematical Methods of Statistics (PMS-9)Published by Walter de Gruyter GmbH ,1946