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zbMath0603.62096MaRDI QIDQ3740082

Richard L. Smith

Publication date: 1986

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

maximum likelihood estimation autoregressive model non-Gaussian time series quasi-Newton algorithm Nelder-Mead algorithm NEAR(2)discontinuities in the likelihood function nonlinear time series with exponential marginals

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Probabilistic methods, stochastic differential equations (65C99)

Related Items (1)

Maximum quasilikelihood estimation for a simplified NEAR(1) model.

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