scientific article; zbMATH DE number 4003311

zbMATH Open0618.62086MaRDI QIDQ4728065FDOQ4728065

Authors: Kyong Jo Yun 

Publication date: 1986

Title of this publication is not available (Why is that?)

zbMATH Keywords

maximum likelihood estimationexact likelihood functionapproximate maximum likelihood estimatesAbstract of thesisexact likelihood equationsapproximate confidence regiongeneral order autoregressive process

Mathematics Subject Classification ID

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

Cited In (14)

• EXACT MAXIMUM LIKELIHOOD ESTIMATION IN AUTOREGRESSIVE PROCESSES
• Maximum likelihood estimation for nearly non‐stationary stable autoregressive processes
• Maximum likelihood estimation of the autoregressive model by relaxation on the reflection coefficients
• Maximum likelihood estimation of stationary multivariate ARFIMA processes
• The likelihood functions of some autoregressive time series
• Title not available (Why is that?)
• Maximum likelihood type estimation for nearly nonstationary autoregressive time series
• Maximum likelihood estimation for directional conditionally autoregressive models
• Maximum likelihood estimation of higher-order integer-valued autoregressive processes
• OPTIMALITY OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN FIRST-ORDER AUTOREGRESSIVE PROCESSES
• The maximum likelihood method for Student's t-distributed autoregressive model with infinite variance
• Estimating the Order of an Autoregressive Model Using Normalized Maximum Likelihood
• Title not available (Why is that?)
• Maximum Likelihood Estimation for a First‐Order Bifurcating Autoregressive Process with Exponential Errors

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