ESTIMATING PARAMETERS IN AUTOREGRESSIVE MODELS IN NON-NORMAL SITUATIONS: ASYMMETRIC INNOVATIONS (Q4540604): Difference between revisions

Autoregression, Skewness, Maximum likelihood, Modified maximum likelihood, Least squares, Robustness, Chi-square, Generalized logistic, Autocorrelation

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MaRDI profile type

MaRDI publication profile

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cites work

Estimating parameters in autoregressive models in non-normal situations: symmetric innovations

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A Maximum Likelihood Procedure for Regression with Autocorrelated Errors

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Maximum likelihood estimation for linear regression models with autoregressive errors

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THE ANALYSIS OF VARIANCE IN CASES OF NON-NORMAL VARIATION

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Robust Statistics

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Estimating the Parameters of Log-Normal Distribution from Censored Samples

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A new method of estimation for location and scale parameters

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Testing for a unit root in an ar(1) model using three and four moment approximations: symmetric distributions

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Q4840212

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Evaluation of the maximum-likelihood estimator where the likelihood equation has multiple roots

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Expected values, variances and covariances of order statistics for student's t-distribution with two degrees of freedom

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Modified maximum likelihood method for the robust estimation of system parameters from very noisy data

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Variances and covariances of order statistics from the gamma distribution

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Bayesian Inference Based on Robust Priors and MML Estimators: Part I, Symmetric Location-Scale Distributions

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Time Series Models in Non-Normal Situations: Symmetric Innovations

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Q3206104

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Sitelinks

Mathematics(1 entry)

mardi Publication:4540604

@@ Property / MaRDI profile type @@
+MaRDI publication profile
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+Normal rank
@@ Property / cites work @@
+Estimating parameters in autoregressive models in non-normal situations: symmetric innovations
+Normal rank
@@ Property / cites work @@
+A Maximum Likelihood Procedure for Regression with Autocorrelated Errors
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation for linear regression models with autoregressive errors
+Normal rank
@@ Property / cites work @@
+THE ANALYSIS OF VARIANCE IN CASES OF NON-NORMAL VARIATION
+Normal rank
@@ Property / cites work @@
+Robust Statistics
@@ Property / cites work: Robust Statistics / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating the Parameters of Log-Normal Distribution from Censored Samples
+Normal rank
@@ Property / cites work @@
+A new method of estimation for location and scale parameters
+Normal rank
@@ Property / cites work @@
+Testing for a unit root in an ar(1) model using three and four moment approximations: symmetric distributions
+Normal rank
@@ Property / cites work @@
+Q4840212
@@ Property / cites work: Q4840212 / rank @@
+Normal rank
@@ Property / cites work @@
+Evaluation of the maximum-likelihood estimator where the likelihood equation has multiple roots
+Normal rank
@@ Property / cites work @@
+Expected values, variances and covariances of order statistics for student's t-distribution with two degrees of freedom
+Normal rank
@@ Property / cites work @@
+Modified maximum likelihood method for the robust estimation of system parameters from very noisy data
+Normal rank
@@ Property / cites work @@
+Variances and covariances of order statistics from the gamma distribution
+Normal rank
@@ Property / cites work @@
+Bayesian Inference Based on Robust Priors and MML Estimators: Part I, Symmetric Location-Scale Distributions
+Normal rank
@@ Property / cites work @@
+Time Series Models in Non-Normal Situations: Symmetric Innovations
+Normal rank
@@ Property / cites work @@
+Q3206104
@@ Property / cites work: Q3206104 / rank @@
+Normal rank