ON THE UNIMODALITY OF THE EXACT LIKELIHOOD FUNCTION FOR NORMAL AR(2) SERIES
- 1 September 1993
- journal article
- Published by Wiley in Journal of Time Series Analysis
- Vol. 14 (5) , 497-509
- https://doi.org/10.1111/j.1467-9892.1993.tb00160.x
Abstract
No abstract availableKeywords
This publication has 6 references indexed in Scilit:
- REPLICATED OBSERVATIONS OF LOW ORDER AUTOREGRESSIVE TIME SERIESJournal of Time Series Analysis, 1981
- ON THE STRUCTURE OF THE LIKELIHOOD FUNCTION OF AUTOREGRESSIVE AND MOVING AVERAGE MODELSJournal of Time Series Analysis, 1980
- A Monte Carlo study of autoregressive integrated moving average processesJournal of Econometrics, 1978
- On the parametrization of autoregressive models by partial autocorrelationsJournal of Multivariate Analysis, 1973
- Asymptotic expansions for the mean and variance of the serial correlation coefficientBiometrika, 1961
- Relations Between the Critical Points of a Real Function of n Independent VariablesTransactions of the American Mathematical Society, 1925