Communications for Statistical Applications and Methods

  • 제2권2호
  • /
  • Pages.94-100
  • /
  • 1995
  • /
  • 2287-7843(pISSN)
  • /
  • 2383-4757(eISSN)
한국통계학회 (The Korean Statistical Society)
권호 표지

Comments on Functional Relations in the Parameters of Multivariate Autoregressive Process Observed with Noise

  • Jong Hyup Lee (Department of Statistics, Sungshin Wonmen's University, Seoul, 136-742, KOREA) ;
  • Dong Wan Shin (Department of Statistics, Ewha Womans Unicersity, Seoul, 120-750, KOREA)
  • 발행 : 1995.12.01
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초록

Vector autoregressive process disturbed by measurement error is a vector autoregressive process with nonlineat parametric restrictions on the parameter. A Newton-Raphson procedure for estimating the parameter which take advantage of the information contained in the restrictions is proposed.

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참고문헌

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