Estimating parameters in autoregressive models in non-normal situations: symmetric innovations (Q4237865): Difference between revisions

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Latest revision as of 18:30, 28 May 2024

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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