2010-01-01
Quasi-empirical bayes estimation of the parameters of an arma(p1,p2) model: Subspace restrictions
Publication
Publication
Pakistan Journal of Statistics
,
Volume 26
-
Issue 1
p. 135-
149
| Additional Metadata | |
|---|---|
| Keywords | Empirical bayes, Mean square error matrices, Risk functions, Time series |
| Journal | Pakistan Journal of Statistics |
| Citation |
Farrell, P, & Saleh, A.K.Md.E. (2010). Quasi-empirical bayes estimation of the parameters of an arma(p1,p2) model: Subspace restrictions. Pakistan Journal of Statistics, 26(1), 135–149.
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