Estimating the parameters of the Markov probability model from aggregate time series data
T. C. Lee ; G. G. Judge ; A. Zellner
| Year of publication: |
1977 ; 2., rev. ed.
|
|---|---|
| Authors: | Lee, Tsoung-Chao ; Judge, George G. ; Zellner, Arnold |
| Publisher: |
Amsterdam [u.a.] : North-Holland Publ. Co. |
| Subject: | Markov-Kette | Markov-Prozess | Zeitreihenanalyse | Parameterschätzung |
| Extent: | 260 S. : graph. Darst. |
|---|---|
| Series: | Contributions to economic analysis. - Amsterdam [u.a.] : Elsevier, ISSN 0573-8555. - Vol. 65 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 0-7204-3163-8 |
| Source: |
Persistent link: https://www.econbiz.de/10004615471