Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | 신동완 | * |
dc.date.accessioned | 2016-08-28T11:08:23Z | - |
dc.date.available | 2016-08-28T11:08:23Z | - |
dc.date.issued | 2003 | * |
dc.identifier.issn | 0378-3758 | * |
dc.identifier.other | OAK-1530 | * |
dc.identifier.uri | https://dspace.ewha.ac.kr/handle/2015.oak/219246 | - |
dc.description.abstract | In order to estimate autoregressive moving average models with a general polynomial time trend, the restricted or residual likelihood is considered. The autoregressive moving average parameter estimator maximizing the restricted likelihood has shown to have the second-order bias equivalent to the maximum likelihood estimator computed under the assumption that the polynomial time trend parameters are known. © 2002 Elsevier Science B.V. All rights reserved. | * |
dc.language | English | * |
dc.title | Biases of the restricted maximum likelihood estimators for ARMA processes with polynomial time trend | * |
dc.type | Article | * |
dc.relation.issue | 1 | * |
dc.relation.volume | 116 | * |
dc.relation.index | SCIE | * |
dc.relation.index | SCOPUS | * |
dc.relation.startpage | 163 | * |
dc.relation.lastpage | 176 | * |
dc.relation.journaltitle | Journal of Statistical Planning and Inference | * |
dc.identifier.doi | 10.1016/S0378-3758(02)00239-2 | * |
dc.identifier.wosid | WOS:000183922200009 | * |
dc.identifier.scopusid | 2-s2.0-0037632788 | * |
dc.author.google | Kang W. | * |
dc.author.google | Wan Shin D. | * |
dc.author.google | Lee Y. | * |
dc.contributor.scopusid | 신동완(7403352539) | * |
dc.date.modifydate | 20240116115756 | * |