Pages that link to "Item:Q1215237"
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The following pages link to The first-order moving average process. Identification, estimation and prediction (Q1215237):
Displaying 13 items.
- Finite sample properties of estimators for autoregressive moving average models (Q1138872) (← links)
- Problems with the estimation of moving average processes (Q1158913) (← links)
- Gains in efficiency from joint estimation of systems of autoregressive- moving average processes (Q1231368) (← links)
- Estimation in the first-order moving average model through the finite autoregressive approximation: Some asymptotic results (Q1241002) (← links)
- A Monte Carlo study of autoregressive integrated moving average processes (Q1244776) (← links)
- A mixed time-series/econometric approach to forecasting peak system load (Q1253517) (← links)
- Hypothesis testing based on goodness-of-fit in the moving average time series model (Q1258155) (← links)
- Estimation of a non-invertible moving average process: the case of overdifferencing (Q1259392) (← links)
- A new preliminary estimator for MA(1) models (Q1351838) (← links)
- New exact ML estimation and inference for a Gaussian \(MA(1)\) process (Q1934735) (← links)
- ASYMPTOTIC PROPERTIES OF SOME PRELIMINARY ESTIMATORS FOR AUTOREGRESSIVE MOVING AVERAGE TIME SERIES MODELS (Q3749989) (← links)
- Bayesian subset selection for additive and linear loss function (Q4194281) (← links)
- A recursive approach to parameter estimation in regression and time series models (Q4195810) (← links)
