Yule-Walker estimation for the moving-average model

DOI10.1155/2011/151823zbMath1223.62146OpenAlexW2033406998WikidataQ58688888 ScholiaQ58688888MaRDI QIDQ638025

Chrysoula Dimitriou-Fakalou

Publication date: 8 September 2011

Published in: International Journal of Stochastic Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2011/151823

Mathematics Subject Classification ID

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

Related Items (1)

Bilinear Representation of Non-stationary Autoregressive Time Series

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