Modified Maximum Likelihood Estimation in First-Order Autoregressive Moving Average Models with some Non-Normal Residuals

DOI10.52547/JIRSS.19.2.33MaRDI QIDQ5152287zbMATH OpenOpenAlexFDO

Authors Maryam Kasraie, Abdolreza Sayyareh

Publication date 17 September 2021

Published in Journal of the Iranian Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.52547/jirss.19.2.33

zbMATH Keywords

exponential familyWeibull familymodified maximum likelihood estimatorautoregressive-moving average modelnon-normal residuals

Mathematics Subject Classification ID

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

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