Yule-Walker estimation for the moving-average model
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Publication:638025
DOI10.1155/2011/151823zbMATH Open1223.62146OpenAlexW2033406998WikidataQ58688888 ScholiaQ58688888MaRDI QIDQ638025FDOQ638025
Authors: Chrysoula Dimitriou-Fakalou 
Publication date: 8 September 2011
Published in: International Journal of Stochastic Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2011/151823
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Cites Work
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- Edge effects and efficient parameter estimation for stationary random fields
- Parameter estimation for a stationary process on a d-dimensional lattice
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- ON STATIONARY PROCESSES IN THE PLANE
- Gaussian maximum likelihood estimation for ARMA models. II: Spatial processes
- Modified Gaussian likelihood estimators for ARMA models on \(\mathbb Z^d\)
- Modelling data observed irregularly over space and regularly in time
- The estimation of frequency
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