A new preliminary estimator for MA(1) models (Q1351838): Difference between revisions

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+https://doi.org/10.1016/0167-9473(94)00008-5
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+W4239483582
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+A note on maximum likelihood estimation in the first-order Gaussian moving average model
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+WHY DO NONINVERTIBLE ESTIMATED MOVING AVERAGES OCCUR?*
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+Q4137964
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+Time series: theory and methods
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+EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS
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+A simple noniterative estimator for moving average models
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+A method for autoregressive-moving average estimation
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+Recursive estimation of mixed autoregressive-moving average order
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+Linear Methods for Estimating Arma and Regression Models with Serial Correlation
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+Estimation in the first-order moving average model through the finite autoregressive approximation: Some asymptotic results
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+The first-order moving average process. Identification, estimation and prediction
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+Estimation and information in stationary time series
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+THE ASYMPTOTIC EFFICIENCY OF A LINEAR PROCEDURE OF ESTIMATION FOR ARMA MODELS
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