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Maximum Likelihood Estimate of TimeVaryingParameter Autoregression Model

SHI Sanzhi¹, YAN Li¹, WANG Zesheng²

1. School of Science, Changchun University of Science and Technology, Changchun 130022, China;2. College of Mathematics, Jilin University, Chang
chun 130012, China

Received:2013-03-01 Online:2013-11-26 Published:2013-11-21
Contact: SHI Sanzhi E-mail:shisanzhi@sina.com

Abstract

CLC Number:

O212.1

SHI Sanzhi, YAN Li, WANG Zesheng. Maximum Likelihood Estimate of TimeVaryingParameter Autoregression Model[J].Journal of Jilin University Science Edition, 2013, 51(06): 1098-1100.

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Maximum Likelihood Estimate of TimeVaryingParameter Autoregression Model

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