Estimating parameters in autoregressive models with asymmetric innovations (Q5916138): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.spl.2004.10.022 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2079764833 / rank | |||
Normal rank | |||
Revision as of 00:49, 20 March 2024
scientific article; zbMATH DE number 2142307
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating parameters in autoregressive models with asymmetric innovations |
scientific article; zbMATH DE number 2142307 |
Statements
Estimating parameters in autoregressive models with asymmetric innovations (English)
0 references
8 March 2005
0 references
Autoregression
0 references
Nonnormality
0 references
Modified maximum likelihood
0 references
Least squares
0 references
Robustness
0 references
Generalized logistic distribution
0 references
