Pages that link to "Item:Q4269936"
From MaRDI portal
The following pages link to Residual variance estimation in moving average models (Q4269936):
Displaying 5 items.
- On least-squares estimation of the residual variance in the first-order moving average model. (Q1285512) (← links)
- Estimation bias and feasible conditional forecasts from the first-order moving average model (Q1695568) (← links)
- Bias reduction of a conditional maximum likelihood estimator for a Gaussian second-order moving average model (Q2068980) (← links)
- Estimating residual variance in random forest regression (Q2275646) (← links)
- Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models (Q2839040) (← links)