Finite sample properties of estimators for autoregressive moving average models
type: Item
instance of: scholarly article
title: Finite sample properties of estimators for autoregressive moving average models
zbMATH Open document ID: 0432.62063
DOI: 10.1016/0304-4076(80)90013-5
author: Craig F. Ansley
author: Paul Newbold
published in: Journal of Econometrics
publication date: 1980-01-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 65C05
zbMATH DE Number: 3673404
zbMATH Keywords: finite sample properties of estimators
zbMATH Keywords: maximum likelihood
zbMATH Keywords: exact least squares
zbMATH Keywords: conditional least squares
zbMATH Keywords: bias
zbMATH Keywords: mean squared error
zbMATH Keywords: predictive ability
zbMATH Keywords: fitting of autoregressive-moving average time series models
zbMATH Keywords: comparison
describes a project that uses: LLRANDOM
MaRDI profile type: Publication
full work available at URL: 0304-4076(80)90013-5
OpenAlex ID: W1999323351
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description: scientific article; zbMATH DE number 3673404