Estimating the parameters of the Markov probability model from aggregate time series data
T. C. Lee; George G. Judge; Arnold Zellner
| Year of publication: |
1970
|
|---|---|
| Authors: | Lee, Tsoung-Chao ; Judge, George G. ; Zellner, Arnold |
| Publisher: |
Amsterdam [u.a.] : North-Holland Publ. |
| Subject: | Statistik Zeitreihe | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain | Wahrscheinlichkeitsrechnung | Probability theory | Schätztheorie | Estimation theory | Markov-Prozess | Parameterschätzung |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | 254 S. graph. Darst. 8° |
|---|---|
| Series: | Contributions to economic analysis. - Bingley [u.a.] : Emerald, ISSN 0573-8555, ZDB-ID 421506-0. - Vol. 65 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 243 - 249 |
| ISBN: | 0-7204-3163-8 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000028012