On buffered moving average models

DOI10.1111/JTSA.12778MaRDI QIDQ6962070zbMATH OpenFDO

Authors Yipeng Zhuang, Dong Li, Philip L. H. Yu, Wai Keung Li

Publication date 9 July 2025

Published in Journal of Time Series Analysis (Search for Journal in Brave)

zbMATH Keywords

least squares estimationbuffered moving average (BMA) modelbuffered zone

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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