{"id":1250,"date":"2007-09-22T19:34:26","date_gmt":"2007-09-22T19:34:26","guid":{"rendered":"http:\/\/jsr.isrt.ac.bd\/?p=1250"},"modified":"2023-09-22T19:38:01","modified_gmt":"2023-09-22T19:38:01","slug":"volume-41-number-1-2007","status":"publish","type":"post","link":"http:\/\/jsr.isrt.ac.bd\/volume-41-number-1-2007\/","title":{"rendered":"Volume 41 Number 1 (2007)"},"content":{"rendered":"
<\/p>\r\n
Estimation of autoregressive coefficient in an ARMA (1,1) model with vague information on the MA component<\/a><\/p>\r\n <\/p>\r\n Shrinkage testimation for the variance of a normal distribution under asymmetric loss function<\/a><\/p>\r\n <\/p>\r\n