Estimation in the first order moving average model based on sample autocorrelations

DOI10.1214/aos/1176344012zbMath0376.62061OpenAlexW2022956435MaRDI QIDQ1245551

Raul Pedro Mentz

Publication date: 1977

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176344012

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (2)

Approximate maximum-likelihood approach to ARMA spectral estimation ⋮ On prediction of integrated moving average processes

This page was built for publication: Estimation in the first order moving average model based on sample autocorrelations