Maximum quasi‐likelihood estimation for the near(2) model

DOI10.1111/j.1467-9892.2004.01886.xzbMath1062.62200OpenAlexW3124811577MaRDI QIDQ4677039

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Publication date: 20 May 2005

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2004.01886.x

zbMATH Keywords

autoregressiveexponentialmaximum quasi-likelihood estimationout-of-range estimates

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

Related Items (3)

Estimation of Parameters in the NLAR(p) Model ⋮ Discontinuities in indirect estimation: an application to EAR models ⋮ A mixture integer-valued ARCH model

Cites Work

• Unnamed Item
• Random coefficient autoregressive models: an introduction
• Quasi-likelihood and its application. A general approach to optimal parameter estimation
• Quasi-likelihood estimation for semimartingales

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