Estimation in moving average models, why does it fail?
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Publication:3956267
DOI10.1080/00949658208810614zbMath0493.62076MaRDI QIDQ3956267
Publication date: 1982
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949658208810614
biased estimates; seasonal models; ARIMA time series models; back-forecasting method; moving-average case
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
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