A METHOD FOR ESTIMATING PARAMETER IN NONNEGATIVE MA(1) MODELS

DOI10.1081/STA-120015019zbMath1051.62070OpenAlexW1985334690MaRDI QIDQ4828902

Jitka Zichová, Jiří Anděl

Publication date: 26 November 2004

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

Full work available at URL: https://doi.org/10.1081/sta-120015019

zbMATH Keywords

Moving-average modelsNonnegative time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Point estimation (62F10)

Related Items (2)

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Cites Work

• Infrence for non-negative autoregressive schemes
• NON-NEGATIVE AUTOREGRESSIVE PROCESSES
• Linear Statistical Inference and its Applications

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