AutoregressionMDE: 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 returns minimum distance estimator of the parameters in the model.

Getting started

Package details

AuthorJiwoong Kim [aut, cre]
MaintainerJiwoong Kim <>
Package repositoryView on CRAN
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AutoregressionMDE documentation built on May 2, 2019, 8:21 a.m.