Nonparametric maximum likelihood estimators for ar and ma time series

DOI10.1080/0094965021000040640zbMATH Open1054.62102OpenAlexW2068374744WikidataQ61849331 ScholiaQ61849331MaRDI QIDQ4470108FDOQ4470108

Authors: Ricardo Cao, J. D. Hart, Angeles Saavedra 

Publication date: 22 June 2004

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0094965021000040640

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zbMATH Keywords

Adaptive estimationDependent dataLeast squares estimatorKernel estimator

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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