ON L2 CONVERGENCE OF THE MAXIMUM WEIGHTED PAIRWISE LIKELIHOOD ESTIMATORS IN THE AR(1) MODELS

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KAZEMI M.R.; NEMATOLLAHI A.R.

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ISSN: 2588-4824

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Paper Information

Journal: IRANIAN JOURNAL OF SCIENCE AND TECHNOLOGY TRANSACTION A- SCIENCE Year:2014 | Volume:38 | Issue:A3 Page(s): 239-241

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Title

ON L2 CONVERGENCE OF THE MAXIMUM WEIGHTED PAIRWISE LIKELIHOOD ESTIMATORS IN THE AR(1) MODELS

Author(s)

KAZEMI M.R. | NEMATOLLAHI A.R. | Issue Writer Certificate

Keywords

PAIRWISE LIKELIHOOD

COMPOSITE LIKELIHOOD

AUTOREGRESSIVE PROCESS

L2 CONVERGENCE

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).

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APA: Copy

KAZEMI, M.R., & NEMATOLLAHI, A.R.. (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. SID. https://sid.ir/paper/628907/en

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[Internet]. 2014;38(A3):239-241. Available from: https://sid.ir/paper/628907/en

IEEE: Copy

M.R. KAZEMI, and A.R. NEMATOLLAHI, “ON L² CONVERGENCE OF THE MAXIMUM WEIGHTED PAIRWISE LIKELIHOOD ESTIMATORS IN THE AR(1) MODELS,” IRANIAN JOURNAL OF SCIENCE AND TECHNOLOGY TRANSACTION A- SCIENCE, vol. 38, no. A3, pp. 239–241, 2014, [Online]. Available: https://sid.ir/paper/628907/en

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