Linear contrasts in one-way classification AR(1) model with gamma innovations (Q4977241)
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scientific article; zbMATH DE number 6760897
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear contrasts in one-way classification AR(1) model with gamma innovations |
scientific article; zbMATH DE number 6760897 |
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Linear contrasts in one-way classification AR(1) model with gamma innovations (English)
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16 August 2017
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autoregressive model
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linear contrasts
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nonnormality
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robustness
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modified likelihood
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gamma distribution
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