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.

Version:	1.0
Depends:	R (≥ 3.2.2)
Published:	2015-09-14
DOI:	10.32614/CRAN.package.AutoregressionMDE
Author:	Jiwoong Kim [aut, cre]
Maintainer:	Jiwoong Kim <kimjiwo2 at stt.msu.edu>
License:	GPL-2
NeedsCompilation:	no
CRAN checks:	AutoregressionMDE results

Documentation:

Reference manual:

AutoregressionMDE.pdf

Downloads:

Package source:	AutoregressionMDE_1.0.tar.gz
Windows binaries:	r-devel: AutoregressionMDE_1.0.zip, r-release: AutoregressionMDE_1.0.zip, r-oldrel: AutoregressionMDE_1.0.zip
macOS binaries:	r-release (arm64): AutoregressionMDE_1.0.tgz, r-oldrel (arm64): AutoregressionMDE_1.0.tgz, r-release (x86_64): AutoregressionMDE_1.0.tgz, r-oldrel (x86_64): AutoregressionMDE_1.0.tgz

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