Estimating parameters of a multiple autoregressive model by the modified maximum likelihood method
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Publication:2654185
DOI10.1016/j.cam.2009.09.013zbMath1503.62070OpenAlexW2092633122MaRDI QIDQ2654185
Özlem Türker Bayrak, Aysen D. Akkaya
Publication date: 15 January 2010
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2009.09.013
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)
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