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• W2285060147 abstract "The estimation of coefficients in a simple regression model with autocorrelated errors is considered. The underlying distributions are assumed to follow Student's $t$, gamma, and generalized logistic families. We apply both modified maximum likelihood estimation (MMLE) and nonlinear estimation to the model and compare their performance." @default.
• W2285060147 created "2016-06-24" @default.
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• W2285060147 date "2015-01-01" @default.
• W2285060147 modified "2023-09-26" @default.
• W2285060147 title "Estimating Parameters in Autoregressive Models with Asymmetric Innovations: MMLE and Nonlinear Approaches" @default.
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• W2285060147 doi "https://doi.org/10.2139/ssrn.2668580" @default.
• W2285060147 hasPublicationYear "2015" @default.
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