Generalized linear autoregressions
Generalized linear autoregressions
复制标题
广义线性自回归
DOI：
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发表时间：
1995
期刊：
影响因子：
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通讯作者：
N. Shephard
中科院分区：
文献类型：
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作者：
N. Shephard
本文发展了一类自回归和移动平均模型，它们是广义线性模型的推广。似然和准似然估计程序的开发，使模型很容易估计和测试。给出了几个例子，说明本文所提倡的方法的实用性和简单性。
This paper develops a class of autoregressive and moving average models which extend the generalized linear model. Likelihood and quasi-likelihood estimation procedures are developed which allow the models to be easily estimated and tested. Several examples are given which illustrate the usefulness and simplicity of the approach advocated in this paper.