scientific article; zbMATH DE number 223230

MaRDI QIDQ5285952zbMATHFDO

Authors Minoru Tanaka, Mituaki Huzii

Publication date 29 June 1993

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)

Recommendations

• Estimation of parameters of moving average processes
• ESTIMATION OF THE MOVING-AVERAGE REPRESENTATION OF A STATIONARY PROCESS BY AUTOREGRESSIVE MODEL FITTING
• THE ESTIMATION OF PARAMETERS FOR AUTOREGRESSIVE MOVING AVERAGE MODELS
• On threshold moving-average models
• scientific article; zbMATH DE number 4178489
• Estimation in integer-valued moving average models

Cited in

(6)

• SOME PROPERTIES OF CONDITIONAL QUASI-LIKELIHOOD FUNCTIONS FOR TIME SERIES MODEL FITTING
• Fitting polynomial trend to time series by the method of Buys-Ballot estimators
• Comment on: Fitting ARMA time series by structural equation models
• The Misspecification of Arma Models
• 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

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5285952)