๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

MAXIMUM LIKELIHOOD ESTIMATION FOR AUTOREGRESSIVE PROCESSES DISTURBED BY A MOVING AVERAGE

โœ Scribed by Dong Wan Shin


Book ID
111039732
Publisher
John Wiley and Sons
Year
1993
Tongue
English
Weight
647 KB
Volume
14
Category
Article
ISSN
0143-9782

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๐Ÿ“œ SIMILAR VOLUMES


On maximum likelihood estimators for a t
โœ Lianfen Qian ๐Ÿ“‚ Article ๐Ÿ“… 1998 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 188 KB

For a stationary ergodic self-exciting threshold autoregressive model with single threshold parameter, Chan (1993) obtained the consistency and limiting distribution of the least-squares estimator for the underlying true parameters. In this paper, we derive the similar results for the maximum likeli