Generalized Autoregressive (GAR) Model: A Comparison of Maximum Likelihood and Whittle Estimation Procedures Using a Simulation Study
Shitan, Mahendran, Peiris, SheltonVolume:
37
Language:
english
Journal:
Communications in Statistics - Simulation and Computation
DOI:
10.1080/03610910701649598
Date:
February, 2008
File:
PDF, 445 KB
english, 2008