GENERAL FORMULAS FOR SERIAL CORRELATION, VARIANCE AND LIKELIHOOD FUNCTION RELATING TO AR(k) MODELS

DOI10.17654/AS050050411MaRDI QIDQ4589274zbMATH OpenOpenAlexFDO

Authors Jan Vrbik

Publication date 10 November 2017

Published in Advances and Applications in Statistics (Search for Journal in Brave)

Full work available at URL http://www.pphmj.com/abstract/10827.htm

zbMATH Keywords

serial correlationlikelihood functionautoregressive models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Analysis of variance and covariance (ANOVA) (62J10)

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