Improved likelihood-based inference for the stationary AR(2) model (Q963904)
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scientific article; zbMATH DE number 5692782
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved likelihood-based inference for the stationary AR(2) model |
scientific article; zbMATH DE number 5692782 |
Statements
Improved likelihood-based inference for the stationary AR(2) model (English)
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14 April 2010
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autoregressive model
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canonical parameter
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Lugannani and Rice formula
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maximum likelihood estimator
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\(p\)-value function
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signed log-likelihood ratio statistic
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