Simulations of iterative proceduresfor maximum likelihood estimation in MA(1) models

DOI10.1080/03610919608813347MaRDI QIDQ3125812zbMATH OpenOpenAlexFDO

Authors T. W. Anderson, Nora M. Jarma, Carlos I. Martínez, Raúl P. Mentz

Publication date 9 November 1997

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610919608813347

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

Cited in

(2)

• LIKELIHOOD RATIO TEST OF EQUALITY OF SEVERAL VARIANCES IN THE INTRACLASS CORRELATION MODEL
• Robust estimation in time series

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