Nonparametric maximum likelihood estimators for ar and ma time series (Q4470108)
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scientific article; zbMATH DE number 2076685
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| English | Nonparametric maximum likelihood estimators for ar and ma time series |
scientific article; zbMATH DE number 2076685 |
Statements
Nonparametric maximum likelihood estimators for ar and ma time series (English)
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22 June 2004
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Adaptive estimation
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Dependent data
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Kernel estimator
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Least squares estimator
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0.7934756875038147
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0.7837271094322205
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0.7752766013145447
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0.7743468284606934
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