Generalized Autoregressive (GAR) Model: A Comparison of Maximum Likelihood and Whittle Estimation Procedures Using a Simulation Study

Mahendran Shitan, M. Shelton Peiris. Generalized Autoregressive (GAR) Model: A Comparison of Maximum Likelihood and Whittle Estimation Procedures Using a Simulation Study. Communications in Statistics - Simulation and Computation, 37(3):560-570, 2008. [doi]

Abstract

Abstract is missing.