A simulation study of Bayes estimates of invertible MA(1) model

MaRDI QIDQ3632097zbMATH OpenFDO

Authors M. M. Smadi, A. Abu-Taleb

Publication date 23 June 2009

zbMATH Keywords

moving average modelestimated innovations

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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