正态AR(1)模型参数之极大似然估计

MAXIMUM LIKELIHOOD ESTIMATION AR(1) MODEL: TWO ANALYTIC SOLUTION AND NON_UNIQUESS

评述了有关工作，强调了我们的独特工作，即另一种可推广到ＡＲ（Ｐ）的解析表达式和Ｒ０已知，单对Ｒ１作极大似然估计。

A other analytic solution was deocrilied when R 0=1, a maximum likelihood estimation for R 1, was non_uniguness, on n-1i=1x ix i+1 = 0 , n-1i=1(x 2 i+x 2 i+1 )∈(0,1).