Related content

Indirect estimation of randomized generalized autoregressive conditional heteroskedastic models

By Sampaio J.M.   Morettin P.A.  

Journal of Statistical Computation and Simulation, Vol. 85, Iss. 13, 2015-09 ,pp. : 2702-2717

Taylor & Francis Ltd

Access to resources Recommend Favorite

On estimation in conditional heteroskedastic time series models under non-normal distributions

By Liu Shuangzhe  

Statistical Papers, Vol. 49, Iss. 3, 2008-07 ,pp. : 455-469

Springer Publishing Company

Access to resources Recommend Favorite

Maximum Lq-Likelihood Estimation via the Expectation-Maximization Algorithm: A Robust Estimation of Mixture Models

By Qin Yichen   Priebe Carey E.  

Journal of the American Statistical Association, Vol. 108, Iss. 503, 2013-09 ,pp. : 914-928

Taylor & Francis Ltd

Access to resources Recommend Favorite

Bayesian modeling of autoregressive partial linear models with scale mixture of normal errors

By Ferreira Guillermo  

Journal of Applied Statistics, Vol. 40, Iss. 8, 2013-08 ,pp. : 1796-1816

Taylor & Francis Ltd

Access to resources Recommend Favorite

Faster maximum likelihood estimation of very large spatial autoregressive models: an extension of the Smirnov-Anselin result

By Daniel Griffith  

Journal of Statistical Computation and Simulation, Vol. 74, Iss. 12, 2004-12 ,pp. : 855-866

Taylor & Francis Ltd

Access to resources Recommend Favorite