A Monte Carlo Study

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


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.


Maximum Likelihood Estimate Central Limit Theorem Strong Consistency Fourth Moment Maximum Likelihood Estimation Procedure 
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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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