A new preliminary estimator for MA(1) models

DOI10.1016/0167-9473(94)00008-5zbMath0900.62464MaRDI QIDQ1351838

Anna Clara Monti

Publication date: 27 February 1997

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(94)00008-5

zbMATH Keywords

Time series; Moving average processes

Mathematics Subject Classification ID

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

62F10: Point estimation

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