Bias reduction of the maximum-likelihood estimator for a conditional Gaussian MA(1) model (Q4586593)
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scientific article; zbMATH DE number 6800925
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| English | Bias reduction of the maximum-likelihood estimator for a conditional Gaussian MA(1) model |
scientific article; zbMATH DE number 6800925 |
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Bias reduction of the maximum-likelihood estimator for a conditional Gaussian MA(1) model (English)
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27 October 2017
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asymptotic expansion
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bias reduction
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Gaussian MA(1) model
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maximum-likelihood estimator
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0.916092336177826
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0.7803528308868408
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0.7667120695114136
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