A NOTE ON ESTIMATING PARAMETERS OF SOME SPECIAL TIME SERIES

Some possibilities of application of the composition of methods of moments and least squares for estimating parameters of some special types of the first order autoregressive time series with exponential marginal distribution are discussed in this paper.

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Veröffentlicht in:	Zbornik radova Filozofskog fakulteta u Nišu. Serija Matematika 1992-01, Vol.6 (2), p.333-338
1. Verfasser:	Popović, Biljana Č.
Format:	Artikel
Sprache:	eng
Schlagworte:	Coefficients Difference equations Estimation methods Least squares Mathematical models Mathematical vectors Method of moments Multilevel models Probability theory and Statistics Random variables Time series
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Beschreibung
Zusammenfassung:	Some possibilities of application of the composition of methods of moments and least squares for estimating parameters of some special types of the first order autoregressive time series with exponential marginal distribution are discussed in this paper.
ISSN:	0353-1325