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Monte Carlo Results for Estimation in a Stable Markov Time Series
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Monte Carlo Results for Estimation in a Stable Markov Time Series
Monte Carlo Results for Estimation in a Stable Markov Time Series
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J. B. Copas
J. B. Copas
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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
TIME SERIES
STABLE MARKOV
MARKOV TIME
MONTE CARLO RESULTS
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Open Access
Cited by 30 articles