EMPIRICAL BAYES ESTIMATION FOR FIRST‐ORDER AUTOREGRESSIVE PROCESSES
DC Field | Value | Language |
---|---|---|
dc.contributor.author | 김영원 | - |
dc.contributor.author | Basawa I.V. | - |
dc.date.accessioned | 2022-04-19T14:20:55Z | - |
dc.date.available | 2022-04-19T14:20:55Z | - |
dc.date.issued | 1992-03 | - |
dc.identifier.issn | 0004-9581 | - |
dc.identifier.uri | https://scholarworks.sookmyung.ac.kr/handle/2020.sw.sookmyung/151107 | - |
dc.description.abstract | Large sample properties of an empirical Bayes estimate for a first order autoregressive process are obtained with respect to both the empirical Bayes and the frequentist frameworks. | - |
dc.format.extent | 10 | - |
dc.language | 영어 | - |
dc.language.iso | ENG | - |
dc.publisher | Australian Statistical Societ | - |
dc.title | EMPIRICAL BAYES ESTIMATION FOR FIRST‐ORDER AUTOREGRESSIVE PROCESSES | - |
dc.type | Article | - |
dc.publisher.location | 호주 | - |
dc.identifier.doi | 10.1111/j.1467-842X.1992.tb01048.x | - |
dc.identifier.scopusid | 2-s2.0-84985599127 | - |
dc.identifier.bibliographicCitation | The Australian Journal of Statistics, v.34, no.1, pp 105 - 114 | - |
dc.citation.title | The Australian Journal of Statistics | - |
dc.citation.volume | 34 | - |
dc.citation.number | 1 | - |
dc.citation.startPage | 105 | - |
dc.citation.endPage | 114 | - |
dc.description.isOpenAccess | N | - |
dc.description.journalRegisteredClass | scopus | - |
dc.subject.keywordAuthor | Autoregressive processes | - |
dc.subject.keywordAuthor | empirical Bayes estimates | - |
dc.subject.keywordAuthor | maximum likelihood estimation | - |
dc.subject.keywordAuthor | panel data | - |
Items in ScholarWorks are protected by copyright, with all rights reserved, unless otherwise indicated.
Sookmyung Women's University. Cheongpa-ro 47-gil 100 (Cheongpa-dong 2ga), Yongsan-gu, Seoul, 04310, Korea02-710-9127
Copyright©Sookmyung Women's University. All Rights Reserved.
Certain data included herein are derived from the © Web of Science of Clarivate Analytics. All rights reserved.
You may not copy or re-distribute this material in whole or in part without the prior written consent of Clarivate Analytics.