Maximum Trimmed Likelihood Estimation for Discrete Multivariate Vasicek Processes

Authors

Thomas M. Fullerton, The University of Texas at El Paso
Michael Pokojovy, Old Dominion University
Andrews T. Anum, College of Arts & Sciences
Ebenezer Nkum, Cigna Healthcare

Abstract

autoregressive models; econometric modeling; maximum trimmed likelihood estimation; outliers; statistical robustness; times series analysis

Publication Title

Economies

Recommended Citation

Fullerton, T., Pokojovy, M., Anum, A., & Nkum, E. (2025). Maximum Trimmed Likelihood Estimation for Discrete Multivariate Vasicek Processes. Economies, 13 (3) https://doi.org/10.3390/economies13030068