Estimation in the first-order moving average model through the finite autoregressive approximation: Some asymptotic results

DOI10.1016/0304-4076(77)90016-1zbMath0364.62093OpenAlexW1576979932MaRDI QIDQ1241002

Raul Pedro Mentz

Publication date: 1977

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(77)90016-1

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items

A new preliminary estimator for MA(1) models ⋮ ASYMPTOTIC PROPERTIES OF SOME PRELIMINARY ESTIMATORS FOR AUTOREGRESSIVE MOVING AVERAGE TIME SERIES MODELS ⋮ Predictive inference for linear and multivariate linear models with ma(1) error processes

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