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A Modified Program for Estimating the Parameters of the SSI Model

✍ Scribed by Shi, Peijian; Ikemoto, Takaya; Egami, Chikahiro; Sun, Yucheng; Ge, Feng

Book ID
124078005
Publisher
Bioone
Year
2011
Tongue
English
Weight
326 KB
Volume
40
Category
Article
ISSN
0046-225X

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We consider a multiple autoregressive model with non-normal error distributions, the latter being more prevalent in practice than the usually assumed normal distribution. Since the maximum likelihood equations have convergence problems (Puthenpura and Sinha, 1986) [11], we work out modified maximum