ESTIMATING PARAMETERS IN AUTOREGRESSIVE MODELS IN NON-NORMAL SITUATIONS: ASYMMETRIC INNOVATIONS (Q4540604)
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scientific article; zbMATH DE number 1772232
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| 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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0.9563069
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0.94800234
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0.94800234
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0.8877058
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0.8874265
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0.87525946
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