scientific article; zbMATH DE number 3932250

MaRDI QIDQ3704775zbMATH OpenFDO

Authors Gea Hwa Kwoun

Publication date 1985

zbMATH Keywords

asymptotic normalityconditional MLEconsistencyexact likelihood functionmaximum likelihood estimatorsmoving average modeltime seriestime varying coefficients

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Non-Markovian processes: estimation (62M09) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cited in

(5)

• Estimation of parameters of moving average processes
• Parameter estimation for moving averages with positive innovations
• Quasi-likelihood estimation of non-invertible moving average process
• Temporally local maximum likelihood with application to SIS model
• Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients

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