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ESTIMATION FOR REGRESSIVE AND AUTOREGRESSIVE MODELS WITH NON-NEGATIVE RESIDUAL ERRORS - MaRDI portal

ESTIMATION FOR REGRESSIVE AND AUTOREGRESSIVE MODELS WITH NON-NEGATIVE RESIDUAL ERRORS (Q4696574)

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scientific article; zbMATH DE number 221001
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ESTIMATION FOR REGRESSIVE AND AUTOREGRESSIVE MODELS WITH NON-NEGATIVE RESIDUAL ERRORS
scientific article; zbMATH DE number 221001

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    ESTIMATION FOR REGRESSIVE AND AUTOREGRESSIVE MODELS WITH NON-NEGATIVE RESIDUAL ERRORS (English)
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    29 June 1993
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    residual error
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    regressive model
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    autoregressive model
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    maximum likelihood estimators
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    exponential distribution
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    rates of almost sure convergence
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    \(AR(p)\) model
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    simulation studies
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