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A Monte Carlo Study

  • Des F. Nicholls
  • Barry G. Quinn
Part of the Lecture Notes in Statistics book series (LNS, volume 11)

Abstract

In order to illustrate the procedures introduced in chapters 3 and 4 a number of simulations were performed with first and second order univariate RCA models for several sets of data of different sizes. While the simulations performed have been by no means exhaustive, as we shall see the results do conform with the asymptotic theory developed in the last two chapters.

Keywords

Maximum Likelihood Estimate Central Limit Theorem Strong Consistency Fourth Moment Maximum Likelihood Estimation Procedure 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag New York Inc. 1982

Authors and Affiliations

  • Des F. Nicholls
    • 1
  • Barry G. Quinn
    • 2
  1. 1.Australian National UniversityCanberraAustralia
  2. 2.University of WollongongWollongongAustralia

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