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Parameter Estimation for Periodically Stationary Time Series

✍ Scribed by Paul L. Anderson; Mark M. Meerschaert

Book ID
111039934
Publisher
John Wiley and Sons
Year
2005
Tongue
English
Weight
262 KB
Volume
26
Category
Article
ISSN
0143-9782

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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