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Journal:   IRANIAN JOURNAL OF SCIENCE AND TECHNOLOGY TRANSACTION A- SCIENCE   SUMMER 2014 , Volume 38 , Number A3; Page(s) 239 To 241.
 
Paper: 

On L2 Convergence Of The Maximum Weighted Pairwise Likelihood Estimators In The Ar(1) Models

 
 
Author(s):  Kazemi M.R.*, Nematollahi A.R.
 
* DEPARTMENT OF STATISTICS, COLLEGE OF SCIENCES, FASA UNIVERSITY, FASA, IRAN
 
Abstract: 
Recently, the strong consistency and asymptotic distribution for the maximum consecutive pairwise likelihood estimators (MCPLE) have been established in the linear time series models. In this paper, the weak convergence of the maximum weighted pairwise likelihood estimator (MWPLE) of the parameters of the AR (1) models is established by using the concept of L2 convergence (convergence in mean square).
 
Keyword(s): PAIRWISE LIKELIHOOD, COMPOSITE LIKELIHOOD, AUTOREGRESSIVE PROCESS, L2 CONVERGENCE
 
 
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APA: Copy

KAZEMI, M., & NEMATOLLAHI, A. (2014). ON L2 CONVERGENCE OF THE MAXIMUM WEIGHTED PAIRWISE LIKELIHOOD ESTIMATORS IN THE AR(1) MODELS. IRANIAN JOURNAL OF SCIENCE AND TECHNOLOGY TRANSACTION A- SCIENCE, 38(A3), 239-241. https://www.sid.ir/en/journal/ViewPaper.aspx?id=402739



Vancouver: Copy

KAZEMI M.R., NEMATOLLAHI A.R.. ON L2 CONVERGENCE OF THE MAXIMUM WEIGHTED PAIRWISE LIKELIHOOD ESTIMATORS IN THE AR(1) MODELS. IRANIAN JOURNAL OF SCIENCE AND TECHNOLOGY TRANSACTION A- SCIENCE. 2014 [cited 2022August16];38(A3):239-241. Available from: https://www.sid.ir/en/journal/ViewPaper.aspx?id=402739



IEEE: Copy

KAZEMI, M., NEMATOLLAHI, A., 2014. ON L2 CONVERGENCE OF THE MAXIMUM WEIGHTED PAIRWISE LIKELIHOOD ESTIMATORS IN THE AR(1) MODELS. IRANIAN JOURNAL OF SCIENCE AND TECHNOLOGY TRANSACTION A- SCIENCE, [online] 38(A3), pp.239-241. Available: https://www.sid.ir/en/journal/ViewPaper.aspx?id=402739.



 
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