A METHOD FOR ESTIMATING PARAMETER IN NONNEGATIVE MA(1) MODELS

DOI10.1081/STA-120015019zbMATH Open1051.62070OpenAlexW1985334690MaRDI QIDQ4828902FDOQ4828902

Authors: Jiří Anděl, Jitka Zichová 

Publication date: 26 November 2004

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

Full work available at URL: https://doi.org/10.1081/sta-120015019

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zbMATH Keywords

Moving-average modelsNonnegative time series

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• Linear Statistical Inference and its Applications
• Infrence for non-negative autoregressive schemes
• NON-NEGATIVE AUTOREGRESSIVE PROCESSES

Cited In (4)

• Exponential smoothing for time series with outliers
• A new preliminary estimator for MA(1) models
• A Method of One-Sided Nonparametric Inference for the Mean of a Nonnegative Population
• Exponential smoothing for irregular time series

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