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

DOI10.1080/03610919608813347zbMATH Open0875.62408OpenAlexW1973952470MaRDI QIDQ3125812FDOQ3125812

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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