Residual variance estimation in moving average models (Q4269936)

From MaRDI portal
scientific article; zbMATH DE number 1360979
Language Label Description Also known as
English
Residual variance estimation in moving average models
scientific article; zbMATH DE number 1360979

    Statements

    Residual variance estimation in moving average models (English)
    0 references
    0 references
    0 references
    0 references
    10 November 1999
    0 references
    0 references
    bias
    0 references
    maximum likelihood
    0 references
    method of moments
    0 references
    time series
    0 references
    0 references