Generalized Autoregressive (GAR) Model: A Comparison of Maximum Likelihood and Whittle Estimation Procedures Using a Simulation Study (Q3625279): Difference between revisions
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| Property / author: Q187875 / rank | |||
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| Property / author: M. Shelton Peiris / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1080/03610910701649598 / rank | |||
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| Property / OpenAlex ID: W2030612970 / rank | |||
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| Property / cites work: Time series: theory and methods. / rank | |||
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| Property / cites work | |||
| Property / cites work: Introduction to Time Series and Forecasting / rank | |||
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| Property / cites work: LAG WINDOW ESTIMATION OF THE DEGREE OF DIFFERENCING IN FRACTIONALLY INTEGRATED TIME SERIES MODELS / rank | |||
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Latest revision as of 13:05, 1 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized Autoregressive (GAR) Model: A Comparison of Maximum Likelihood and Whittle Estimation Procedures Using a Simulation Study |
scientific article |
Statements
Generalized Autoregressive (GAR) Model: A Comparison of Maximum Likelihood and Whittle Estimation Procedures Using a Simulation Study (English)
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12 May 2009
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method of moments estimates
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simulations
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