Simultaneous estimation of parameters for a generalized logistic distribution and application to time series models

zbMath1017.62073MaRDI QIDQ1397599

Siegfried Heiler, Klaus Abberger

Publication date: 6 August 2003

Published in: AStA. Allgemeines Statistisches Archiv (Search for Journal in Brave)

zbMATH Keywords

maximum likelihood estimation; ECM algorithm; location-scale model; generalized logistic distribution

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62F10: Point estimation

62J12: Generalized linear models (logistic models)

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