Letter to the Editor: Modified Maximum Likelihood Estimators for Autoregressive Models

DOI10.1081/STA-200056857zbMath1213.62135OpenAlexW2022700739MaRDI QIDQ4681081

Aysen D. Akkaya, Moti L. Tiku

Publication date: 14 June 2005

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sta-200056857

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

Cites Work

• Modified Maximum-Likelihood Method for Non-Normal Time Series Revisited
• Multiple Linear Regression Model Under Nonnormality

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