Estimation of Parameters of a Clipped MA(1) Process

DOI10.1080/03610926.2010.484161zbMath1279.62175OpenAlexW2092699987MaRDI QIDQ3017856

Šárka Došlá

Publication date: 20 July 2011

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2010.484161

zbMATH Keywords

parameter estimatesclippingclipped process0-1 valued variables

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Non-Markovian processes: estimation (62M09) Point estimation (62F10)

Related Items (1)

Clipped AR(p) with unknown threshold

Uses Software

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Cites Work

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• Estimation of autocorrelation in a binary time series
• Time series: theory and methods.
• On a minimum correlation problem.
• Bernoulli Processes with Non-Positive Correlations
• Estimation of the Parameters in Stationary Autoregressive Processes after Hard Limiting
• A Time Series Analysis of Binary Data
• Association of Random Variables, with Applications

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