Nonparametric maximum likelihood estimators for ar and ma time series

DOI10.1080/0094965021000040640zbMath1054.62102OpenAlexW2068374744WikidataQ61849331 ScholiaQ61849331MaRDI QIDQ4470108

Jeffrey D. Hart, Ángeles Saavedra, Ricardo Cao

Publication date: 22 June 2004

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/0094965021000040640

zbMATH Keywords

Kernel estimatorAdaptive estimationDependent dataLeast squares estimator

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05)

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