On the Criteria Functions used for the Estimation of Moving Average Processes

DOI10.2307/2287256MaRDI QIDQ3945446zbMATH OpenOpenAlexFDO

Authors Denise R. Osborn

Publication date 1982

Full work available at URL https://doi.org/10.2307/2287256

zbMATH Keywords

conditional least squares estimatorsmaximum likelihoodnonlinear least squarestime series estimationunconditional least squares estimators

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cited in

(2)

• The Misspecification of Arma Models
• On the criterion function for ARMA estimation

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