Estimating parameters in autoregressive models with asymmetric innovations (Q5916138)
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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 |
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Estimating parameters in autoregressive models with asymmetric innovations (English)
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8 March 2005
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Autoregression
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Nonnormality
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Modified maximum likelihood
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Least squares
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Robustness
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Generalized logistic distribution
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