Conditional maximum Lq-likelihood estimation for regression model with autoregressive error terms

DOI10.1007/s00184-020-00774-2zbMath1457.62264arXiv1804.07600OpenAlexW3026524238MaRDI QIDQ2227195

Olcay Arslan, Yetkin Tuaç, Yeşim Güney, Şenay Özdemir

Publication date: 10 February 2021

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1804.07600

zbMATH Keywords

linear regressionautoregressive stationary processconditional maximum Lq-likelihood

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Linear regression; mixed models (62J05) Central limit and other weak theorems (60F05) Point estimation (62F10)

Related Items (1)

Empirical likelihood estimation for linear regression models with AR(p) error terms with numerical examples

Uses Software

• R
• robustbase

Cites Work

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