Estimating parameters in autoregressive models in non-normal situations: symmetric innovations (Q4237865): Difference between revisions
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scientific article; zbMATH DE number 1275327
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English | Estimating parameters in autoregressive models in non-normal situations: symmetric innovations |
scientific article; zbMATH DE number 1275327 |
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Estimating parameters in autoregressive models in non-normal situations: symmetric innovations (English)
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14 December 1999
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autoregression
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nonnormality
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maximum likelihood
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modified maximum likelihood
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least squares
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robustness
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tables
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Student's t family
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