Simulations of iterative proceduresfor maximum likelihood estimation in MA(1) models

DOI10.1080/03610919608813347zbMath0875.62408OpenAlexW1973952470MaRDI QIDQ3125812

T. W. Anderson, Nora M. Jarma, Carlos I. Martínez, Raul Pedro Mentz

Publication date: 9 November 1997

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919608813347

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

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