Estimating the parameters of the Markov probability model from aggregate time series data

QRコード(所蔵情報)

フォーマット:

図書

責任表示:

T.C. Lee, G.G. Judge, A.Zellner

言語:

英語

出版情報:

Amsterdam : North-Holland Pub. Co., 1970

形態:

254 p. ; 23 cm

著者名:

シリーズ名:

Contributions to economic analysis ; v. 65 <BA00206407>

書誌ID:

BA07427878

ISBN:

9780720431636 [0720431638]

子書誌情報

所蔵情報

タイトル・著者・出版者が同じ資料

詳細

主題:	Econometrics; Markov processes; Parameter estimation
分類・件名:	LCC : HB74.M3 DDC : 330/.01/82 LCSH : Econometrics LCSH : Parameter estimation LCSH : Markov processes
LCCN:	77110503
注記:	Bibliography: p. 243-249
TTLL:	eng

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1 図書 Estimation in conditionally heteroscedastic time series models Straumann, Daniel Springer	7 図書 Basic issues in econometrics Zellner, Arnold University of Chicago Press
2 図書 Time series models Harvey, A. C. (Andrew C.) Philip Allan	8 図書 An introduction to Bayesian inference in econometrics Zellner, Arnold J. Wiley
3 図書 Parameter estimation and hypothesis testing in spectral analysis of stationary time series Dzhaparidze, K. O. Springer-Verlag	9 図書 Discrete-time Markov chains : two-time-scale methods and applications Yin, George, 1954-, Zhang, Qing, 1959- Springer
4 図書 Continuous parameter Markov processes and stochastic differential equations Bhattacharya, R. N. (Rabindra Nath), 1937-, Waymire, Edward C. Springer	10 図書 The construction theory of denumerable Markov processes Yang, Hsiang-chʿün, Kendall, D. G. (David George), 1918- Hunan Science and Technology Pub. House, J. Wiley
5 図書 Readings in economic statistics and econometrics Zellner, Arnold Little, Brown	11 図書 Nonlinear regression Seber, G. A. F. (George Arthur Frederick), 1938-, Wild, C. J. (Christopher John), 1952- Wiley
6 図書 Basic issues in econometrics Zellner, Arnold University of Chicago Press	12 図書 Numerical methods in Markov chains and Bulk queues Bagchi, Tapan Prasad, Templeton, James G. C Springer-Verlag