AR models with uniformly distributed noise

DOI10.21136/AM.1989.104367zbMath0694.65075OpenAlexW3048049263MaRDI QIDQ3470104

Michal Horváth

Publication date: 1989

Full work available at URL: https://eudml.org/doc/15593

zbMATH Keywords

numerical exampleparameter estimationmaximum likelihood estimationiterative methodwhite noiseautoregressive modelsconditional maximum likelihood method

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic methods, stochastic differential equations (65C99)

Cites Work

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