ZHANG Shiying, HE Qinghong. THE ESTIMATION METHOD OF TIME-VARIANT PARAMETERS FOR DISEQUILIBRIUM MODELS USING MAXIMUM LIKELIHOOD FUNCTION WITH OPTIMUM MOVING WINDOW[J]. INFORMATION AND CONTROL, 1992, 21(3): 135-140.
Citation:
ZHANG Shiying, HE Qinghong. THE ESTIMATION METHOD OF TIME-VARIANT PARAMETERS FOR DISEQUILIBRIUM MODELS USING MAXIMUM LIKELIHOOD FUNCTION WITH OPTIMUM MOVING WINDOW[J]. INFORMATION AND CONTROL, 1992, 21(3): 135-140.
ZHANG Shiying, HE Qinghong. THE ESTIMATION METHOD OF TIME-VARIANT PARAMETERS FOR DISEQUILIBRIUM MODELS USING MAXIMUM LIKELIHOOD FUNCTION WITH OPTIMUM MOVING WINDOW[J]. INFORMATION AND CONTROL, 1992, 21(3): 135-140.
Citation:
ZHANG Shiying, HE Qinghong. THE ESTIMATION METHOD OF TIME-VARIANT PARAMETERS FOR DISEQUILIBRIUM MODELS USING MAXIMUM LIKELIHOOD FUNCTION WITH OPTIMUM MOVING WINDOW[J]. INFORMATION AND CONTROL, 1992, 21(3): 135-140.
THE ESTIMATION METHOD OF TIME-VARIANT PARAMETERS FOR DISEQUILIBRIUM MODELS USING MAXIMUM LIKELIHOOD FUNCTION WITH OPTIMUM MOVING WINDOW
In the paper, the problem of model building for disequilibrium models with time-varlant parameters is discussed. The estimation method of time-varlant parameters for disequilibrium models using maximum likelihood function with optimum moving window is proposed. Simulation example gives good results of this method.
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