A METHOD FOR ESTIMATING PARAMETER IN NONNEGATIVE MA(1) MODELS
From MaRDI portal
Publication:4828902
DOI10.1081/STA-120015019zbMath1051.62070OpenAlexW1985334690MaRDI QIDQ4828902
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
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)
Related Items (2)
Cites Work
This page was built for publication: A METHOD FOR ESTIMATING PARAMETER IN NONNEGATIVE MA(1) MODELS