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Estimating the Parameters of a Convolution by Maximum Likelihood

✍ Scribed by David A. Sprott


Book ID
125237099
Publisher
American Statistical Association
Year
1983
Tongue
English
Weight
616 KB
Volume
78
Category
Article
ISSN
0162-1459

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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