The likelihood functions of some autoregressive time series

DOI10.1080/10652469808819173zbMath0908.62091OpenAlexW2100228668MaRDI QIDQ3841132

No author found.

Publication date: 15 March 1999

Published in: Integral Transforms and Special Functions (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10652469808819173

zbMATH Keywords

exponential distributionmaximum likelihood estimationautoregressive time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10) Distributions, generalized functions, distribution spaces (46F99)

Cites Work

• First-order autoregressive gamma sequences and point processes
• A new autoregressive time series model in exponential variables (NEAR(1))