A simulation study of l1:estimation of a seasonal moving average time series model

DOI10.1080/03610919208813033zbMath0850.62656OpenAlexW2059251721MaRDI QIDQ4019327

William T. M. Dunsmuir

Publication date: 16 January 1993

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

Full work available at URL: https://doi.org/10.1080/03610919208813033

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Monte Carlo methods (65C05)

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