Bias reduction of the maximum-likelihood estimator for a conditional Gaussian MA(1) model

DOI10.1080/03610926.2016.1185119MaRDI QIDQ4586593zbMATH OpenOpenAlexFDO

Authors Takeshi Kurosawa, Kohei Noguchi, Fumiaki Honda

Publication date 27 October 2017

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2016.1185119

zbMATH Keywords

asymptotic expansionbias reductionmaximum-likelihood estimatorGaussian MA(1) model

Mathematics Subject Classification ID

Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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