A Proposal for Estimation of the Parameters of Multivariate Moving-average Models
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Publication:3838315
DOI10.1111/1467-9892.00086zbMath0906.62090OpenAlexW2054590585MaRDI QIDQ3838315
Publication date: 9 August 1998
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9892.00086
bootstrappreliminary estimationmultivariate moving-average processesrandom initial value estimatorsRIVE
Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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