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.

AuthorJiwoong Kim [aut, cre]
Date of publication2015-09-14 09:12:45
MaintainerJiwoong Kim <kimjiwo2@stt.msu.edu>
LicenseGPL-2
Version1.0

View on CRAN

Files in this package

AutoregressionMDE
AutoregressionMDE/inst
AutoregressionMDE/inst/LegendreTable.csv
AutoregressionMDE/NAMESPACE
AutoregressionMDE/R
AutoregressionMDE/R/ARMDE.R
AutoregressionMDE/MD5
AutoregressionMDE/DESCRIPTION
AutoregressionMDE/man
AutoregressionMDE/man/ARMDE.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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