ESTIMATION FOR REGRESSIVE AND AUTOREGRESSIVE MODELS WITH NON-NEGATIVE RESIDUAL ERRORS (Q4696574)
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scientific article; zbMATH DE number 221001
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English | ESTIMATION FOR REGRESSIVE AND AUTOREGRESSIVE MODELS WITH NON-NEGATIVE RESIDUAL ERRORS |
scientific article; zbMATH DE number 221001 |
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ESTIMATION FOR REGRESSIVE AND AUTOREGRESSIVE MODELS WITH NON-NEGATIVE RESIDUAL ERRORS (English)
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29 June 1993
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residual error
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regressive model
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autoregressive model
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maximum likelihood estimators
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exponential distribution
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rates of almost sure convergence
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\(AR(p)\) model
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simulation studies
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