Bias reduction of the maximum-likelihood estimator for a conditional Gaussian MA(1) model (Q4586593)

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scientific article; zbMATH DE number 6800925
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Bias reduction of the maximum-likelihood estimator for a conditional Gaussian MA(1) model
scientific article; zbMATH DE number 6800925

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    Bias reduction of the maximum-likelihood estimator for a conditional Gaussian MA(1) model (English)
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    27 October 2017
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    asymptotic expansion
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    bias reduction
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    Gaussian MA(1) model
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    maximum-likelihood estimator
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