scientific article; zbMATH DE number 2060205

zbMATH Open1092.62586MaRDI QIDQ4458439FDOQ4458439

Authors: Clélia M. C. Toloi, Raúl P. Mentz, Pedro A. Morettin 

Publication date: 17 March 2004

Title of this publication is not available (Why is that?)

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Mathematics Subject Classification ID

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

Cited In (6)

• Edgeworth and moment approximations: the case of MM and QML estimators for the MA(1) models
• Biases of the restricted maximum likelihood estimators for ARMA processes with polynomial time trend
• Bias reduction of the maximum-likelihood estimator for a conditional Gaussian MA(1) model
• A general result on the estimation bias of ARMA models
• On least-squares bias in the \(AR(p)\) model: Bias correction using the bootstrap methods
• Title not available (Why is that?)

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