Improved likelihood-based inference for the stationary AR(2) model
type: Item
instance of: scholarly article
title: Improved likelihood-based inference for the stationary AR(2) model
zbMATH Open document ID: 1184.62150
published in: Journal of Statistical Planning and Inference
publication date: 2010-04-14T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 5692782
zbMATH Keywords: autoregressive model
zbMATH Keywords: canonical parameter
zbMATH Keywords: Lugannani and Rice formula
zbMATH Keywords: maximum likelihood estimator
zbMATH Keywords: \(p\)-value function
zbMATH Keywords: signed log-likelihood ratio statistic
author: Fang Chang
author: Augustine Wong
MaRDI profile type: Publication
full work available at URL: j.jspi.2010.02.005
OpenAlex ID: W1977742585
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cites work: Improved inference for first-order autocorrelation using likelihood analysis
cites work: Theory of statistics
DOI: 10.1016/J.JSPI.2010.02.005
description: scientific article; zbMATH DE number 5692782