Modified Maximum Likelihood Estimation in First-Order Autoregressive Moving Average Models with some Non-Normal Residuals

DOI10.52547/JIRSS.19.2.33zbMath1469.62340OpenAlexW3157560232MaRDI QIDQ5152287

Maryam Kasraie, Abdolreza Sayyareh

Publication date: 17 September 2021

Published in: Journal of the Iranian Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.52547/jirss.19.2.33

zbMATH Keywords

exponential familyWeibull familymodified maximum likelihood estimatorautoregressive-moving average modelnon-normal residuals

Mathematics Subject Classification ID

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

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