scientific article; zbMATH DE number 223230

zbMATH Open0768.62080MaRDI QIDQ5285952FDOQ5285952

Authors: Minoru Tanaka, Mituaki Huzii 

Publication date: 29 June 1993

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

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zbMATH Keywords

consistencyweakly stationary processconditional quasi-maximum likelihood estimatorsestimation of spectral densitiesmisspecified finite-dimensional parameter modelmoving- average model fittings

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Cited In (6)

• Fitting polynomial trend to time series by the method of Buys-Ballot estimators
• Following a trend with an exponential moving average: analytical results for a Gaussian model
• Properties of conditional fitting the semi-parametric model using the quasi-likelihood function
• Comment on: Fitting ARMA time series by structural equation models
• SOME PROPERTIES OF CONDITIONAL QUASI-LIKELIHOOD FUNCTIONS FOR TIME SERIES MODEL FITTING
• The Misspecification of Arma Models

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