ESTIMATING PARAMETERS IN AUTOREGRESSIVE MODELS IN NON-NORMAL SITUATIONS: ASYMMETRIC INNOVATIONS (Q4540604): Difference between revisions
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Revision as of 17:17, 5 March 2024
scientific article; zbMATH DE number 1772232
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ESTIMATING PARAMETERS IN AUTOREGRESSIVE MODELS IN NON-NORMAL SITUATIONS: ASYMMETRIC INNOVATIONS |
scientific article; zbMATH DE number 1772232 |
Statements
ESTIMATING PARAMETERS IN AUTOREGRESSIVE MODELS IN NON-NORMAL SITUATIONS: ASYMMETRIC INNOVATIONS (English)
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28 July 2002
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Autoregression, Skewness, Maximum likelihood, Modified maximum likelihood, Least squares, Robustness, Chi-square, Generalized logistic, Autocorrelation
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