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Maximum Likelihood and Modified Maximum Likelihood Estimates of Linear Models with Errors Following Auto Regressive Process

The estimation of parameters of linear models with errors following first order auto-regressive process has been investigated. The Modified Maximum likelihood estimates, introduced by Patterson and Thompson (1971,1974) have been derived. An iterative procedure for solving MML equations has been sugg...

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Gardado en:
Autor Principal: Heba El-Laithy
Formato: Artigo
Idioma:Inglês
Publicado: Cairo University, Faculty of Graduate Studies for Statistical Research (FGSSR) 1989-06-01
Series:The Egyptian Statistical Journal
Assuntos:
Auto Regressive Process
Consumption Function
Errors
Linear Models
Maximum Likelihood Estimation
Modified Maximum Likelihood Estimates
Acceso en liña:https://esju.journals.ekb.eg/article_316517_99d328e9afe0727ad89beef576207156.pdf
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