Monte Carlo Results for Estimation in a Stable Markov Time Series
- 1 January 1966
- journal article
- Published by JSTOR in Journal of the Royal Statistical Society. Series A (General)
- Vol. 129 (1) , 110
- https://doi.org/10.2307/2343900
Abstract
Barnard et al. (1962) have discussed likelihood inference for the first-order autoregressive scheme. The present paper compares, by direct Monte Carlo methods, ...Keywords
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