Bias reduction of the maximum-likelihood estimator for a conditional Gaussian MA(1) model (Q4586593)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Bias reduction of the maximum-likelihood estimator for a conditional Gaussian MA(1) model |
scientific article; zbMATH DE number 6800925
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bias reduction of the maximum-likelihood estimator for a conditional Gaussian MA(1) model |
scientific article; zbMATH DE number 6800925 |
Statements
Bias reduction of the maximum-likelihood estimator for a conditional Gaussian MA(1) model (English)
0 references
27 October 2017
0 references
asymptotic expansion
0 references
bias reduction
0 references
Gaussian MA(1) model
0 references
maximum-likelihood estimator
0 references