Empirical Likelihood for Partial Parameters in ARMA Models with Infinite Variance.

Jinyu Li Wei Liang Shuyuan He

Published in: J. Appl. Math. (2014)

Keyphrases

analytical models
parameter estimation
maximum likelihood
autoregressive
free parameters
statistical models
autoregressive moving average
machine learning
parameter values
least squares
denoising
parameter settings
parametric models
nonlinear models