Estimating parameters in autoregressive models in non-normal situations: Symmetric innovations

Communications in Statistics - Theory and Methods

Volumn 28, Issue 2, 1999, Pages 315-341

  Tiku, Moti L ^a,b   Wong, Wing Keung ^c   Bian, Guorui ^c  

^a MCMASTER UNIVERSITY   (Canada)

^b WILFRID LAURIER UNIVERSITY   (Canada)

^c NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Autoregression; Least squares; Maximum likelihood; Modified maximum likelihood; Nonnormality; Robustness; Student's t.

Indexed keywords

EID: 26844566214     PISSN: 03610926     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610929908832300     Document Type: Article

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