Ordinary least square and maximum likelihood estimation of VAR(1) model's parameters and it's application on covid-19 in China 2020

Vector Autoregressive (VAR) is a multivariate time series model for examining objects with two or more variables in which the variables affect each other under the stationarity assumption. This study aims to compare the parameter estimation procedure of VAR(1) model of Ordinary Least Square (OLS) an...

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Veröffentlicht in:	Journal of physics. Conference series 2021-01, Vol.1722 (1), p.12082
Hauptverfasser:	Nalita, Y, Rahani, R, Tirayo, E R, Toharudin, T, Ruchjana, B N
Format:	Artikel
Sprache:	eng
Schlagworte:	Coronaviruses COVID-19 Fatalities Least squares Mathematical models Maximum likelihood estimation Model testing Parameter estimation Physics
Online-Zugang:	Volltext
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