Nonparametric maximum likelihood estimators for AR and MA time series

  1. Cao, R.
  2. Hart, J.D.
  3. Saavedra, A.
Journal:
Journal of Statistical Computation and Simulation

ISSN: 0094-9655

Year of publication: 2003

Volume: 73

Issue: 5

Pages: 347-360

Type: Article

DOI: 10.1080/0094965021000040640 GOOGLE SCHOLAR