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Simultaneous estimation of parameters for a generalized logistic distribution and application to time series models

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Publication:1397599
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zbMath1017.62073MaRDI QIDQ1397599

Klaus Abberger, Siegfried Heiler

Publication date: 6 August 2003

Published in: AStA. Allgemeines Statistisches Archiv (Search for Journal in Brave)


zbMATH Keywords

maximum likelihood estimationECM algorithmlocation-scale modelgeneralized logistic distribution


Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10) Generalized linear models (logistic models) (62J12)


Related Items (1)

Some developments on the log-Dagum distribution







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