Product autoregressive models for non-negative variables
نویسندگان
چکیده
منابع مشابه
Statistical Inference in Autoregressive Models with Non-negative Residuals
Normal residual is one of the usual assumptions of autoregressive models but in practice sometimes we are faced with non-negative residuals case. In this paper we consider some autoregressive models with non-negative residuals as competing models and we have derived the maximum likelihood estimators of parameters based on the modified approach and EM algorithm for the competing models. Also,...
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ژورنال
عنوان ژورنال: Statistics & Probability Letters
سال: 2012
ISSN: 0167-7152
DOI: 10.1016/j.spl.2012.04.022