Bias reduction of the maximum-likelihood estimator for a conditional Gaussian MA(1) model
type: Item
instance of: scholarly article
title: Bias reduction of the maximum-likelihood estimator for a conditional Gaussian MA(1) model
zbMATH Open document ID: 1377.62182
DOI: 10.1080/03610926.2016.1185119
author: Takeshi Kurosawa
author: Kohei Noguchi
author: Fumiaki Honda
publication date: 2017-10-27T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62F12
zbMATH DE Number: 6800925
zbMATH Keywords: asymptotic expansion
zbMATH Keywords: bias reduction
zbMATH Keywords: Gaussian MA(1) model
zbMATH Keywords: maximum-likelihood estimator
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/03610926.2016.1185119
OpenAlex ID: W2509685682
published in: Communications in Statistics: Theory and Methods
description: scientific article; zbMATH DE number 6800925