AutoregressionMDE
cranv1.0Minimum Distance Estimation in Autoregressive Model. Consider autoregressive model of order p where the distribution function of innovation is unknown, but innovations are independent and symmetrically distributed. The package contains a function named ARMDE which takes X (vector of n observations) and p (order of the model) as input argument and retu
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https://CRAN.R-project.org/package=AutoregressionMDE42
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curl https://depscope.dev/api/check/cran/AutoregressionMDEFirst published · 2015-09-14 03:14:21
Last updated · 2015-09-14T09:12:45+00:00