Generalized Autoregressive (GAR) Model: A Comparison of Maximum Likelihood and Whittle Estimation Procedures Using a Simulation Study (Q3625279)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized Autoregressive (GAR) Model: A Comparison of Maximum Likelihood and Whittle Estimation Procedures Using a Simulation Study |
scientific article |
Statements
Generalized Autoregressive (GAR) Model: A Comparison of Maximum Likelihood and Whittle Estimation Procedures Using a Simulation Study (English)
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12 May 2009
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method of moments estimates
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simulations
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