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.
|Author||Jiwoong Kim [aut, cre]|
|Date of publication||2015-09-14 09:12:45|
|Maintainer||Jiwoong Kim <firstname.lastname@example.org>|
|Package repository||View on CRAN|
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