Estimating parameters in autoregressive models in non-normal situations: Symmetric innovations

Estimating parameters in autoregressive models in non-normal situations: Symmetric innovations

Communications in Statistics - Theory and Methods

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Bibliographic Details
Main Authors: Tiku, M.L., Wong, W.-K., Bian, G.
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: 2014
Subjects:
Autoregression
Least squares
Maximum likelihood
Modified maximum likelihood
Nonnormality
Robustness
Student's t.
Online Access:http://scholarbank.nus.edu.sg/handle/10635/105123
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Institution: National University of Singapore
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Summary:Communications in Statistics - Theory and Methods

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