Nonparametric maximum likelihood estimators for ar and ma time series

DOI10.1080/0094965021000040640MaRDI QIDQ4470108zbMATH OpenOpenAlexWikidataFDO

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

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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