A new preliminary estimator for MA(1) models
From MaRDI portal
Publication:1351838
DOI10.1016/0167-9473(94)00008-5zbMath0900.62464MaRDI QIDQ1351838
Publication date: 27 February 1997
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-9473(94)00008-5
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F10: Point estimation
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