Problems with the estimation of moving average processes (Q1158913)

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Problems with the estimation of moving average processes
scientific article

    Statements

    title
    Problems with the estimation of moving average processes (English)
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    author
    James Davidson
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    publication date
    1981
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    zbMATH Keywords
    maximum likelihood
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    pre-sample residuals
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62F10
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    65C05
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    zbMATH DE Number
    3744360
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    OpenAlex ID
    W1969858824
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