scientific article; zbMATH DE number 4003311

MaRDI QIDQ4728065zbMATH OpenFDO

Authors Kyong Jo Yun

Publication date 1986

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)

• Maximum likelihood estimation of the autoregressive model by relaxation on the reflection coefficients
• scientific article; zbMATH DE number 4036989 (Why is no real title available?)
• Maximum Likelihood Estimation for a First‐Order Bifurcating Autoregressive Process with Exponential Errors
• Maximum likelihood estimation of higher-order integer-valued autoregressive processes
• Maximum likelihood estimation of stationary multivariate ARFIMA processes
• Maximum likelihood type estimation for nearly nonstationary autoregressive time series
• The likelihood functions of some autoregressive time series
• Maximum likelihood estimation for directional conditionally autoregressive models
• EXACT MAXIMUM LIKELIHOOD ESTIMATION IN AUTOREGRESSIVE PROCESSES
• The maximum likelihood method for Student's t-distributed autoregressive model with infinite variance
• Maximum likelihood estimation for nearly non‐stationary stable autoregressive processes
• scientific article; zbMATH DE number 4205671 (Why is no real title available?)
• Estimating the Order of an Autoregressive Model Using Normalized Maximum Likelihood
• OPTIMALITY OF THE MAXIMUM LIKELIHOOD ESTIMATOR IN FIRST-ORDER AUTOREGRESSIVE PROCESSES

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