AutoregressionMDE

cranv1.0

Minimum 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

License GPL-2strong copyleft0 versions1 maintainers0 deps84 weekly dl
https://CRAN.R-project.org/package=AutoregressionMDE
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First published · 2015-09-14 03:14:21

Last updated · 2015-09-14T09:12:45+00:00