On least-squares estimation of the residual variance in the first-order moving average model. (Q1285512)
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scientific article; zbMATH DE number 1281036
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On least-squares estimation of the residual variance in the first-order moving average model. |
scientific article; zbMATH DE number 1281036 |
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On least-squares estimation of the residual variance in the first-order moving average model. (English)
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28 April 1999
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Moving average model
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Residual variance estimation
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Least squares
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Asymptotic bias
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Asymptotic mean square error
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