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Estimation and Hypothesis Testing for Collections of Autoregressive Time Series

โœ Scribed by A. Azzalini


Book ID
124289517
Publisher
Oxford University Press
Year
1984
Tongue
English
Weight
640 KB
Volume
71
Category
Article
ISSN
0006-3444

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Statistical inference for stationary time series is often based on the maximum likelihood principle, i.e., the maximization of the (quasi) likelihood of observations derived on Gaussian assumptions, although no such distributional assumptions are made. In this paper, we define the disparity measure