Estimation in the first-order moving average model through the finite autoregressive approximation: Some asymptotic results

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Consistent autoregressive spectral estimates
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Estimation and information in stationary time series
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Cited in

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Predictive inference for linear and multivariate linear models with ma(1) error processes
ASYMPTOTIC PROPERTIES OF SOME PRELIMINARY ESTIMATORS FOR AUTOREGRESSIVE MOVING AVERAGE TIME SERIES MODELS
A new preliminary estimator for MA(1) models

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