PROBLEMS WITH THE ESTIMATION OF MOVING AVERAGE PROCESSES

被引：24

|

作者：

DAVIDSON, JEH

机构：

来源：

JOURNAL OF ECONOMETRICS | 1981年 / 16卷 / 03期

关键词：

D O I：

10.1016/0304-4076(81)90032-4

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

收藏

页码：295 / 310

页数：16

相关论文

共 50 条

[1] ESTIMATION OF PARAMETERS OF MOVING AVERAGE PROCESSES
ZHILYAKOV, EG
[J]. AUTOMATION AND REMOTE CONTROL, 1991, 52 (02) : 212 - 219
[2] ON THE ESTIMATION OF VARIANCE FOR AUTOREGRESSIVE AND MOVING AVERAGE PROCESSES
PORAT, B
FRIEDLANDER, B
[J]. IEEE TRANSACTIONS ON INFORMATION THEORY, 1986, 32 (01) : 120 - 125
[3] MAXIMUM LIKELIHOOD ESTIMATION OF MOVING AVERAGE PROCESSES
OSBORN, DR
[J]. ANNALS OF ECONOMIC AND SOCIAL MEASUREMENT, 1976, 5 (01): : 75 - 87
[4] ON THE CRITERIA FUNCTIONS USED FOR THE ESTIMATION OF MOVING AVERAGE PROCESSES
OSBORN, DR
[J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1982, 77 (378) : 388 - 392
[5] Bayesian Estimation of Multivariate Pure Moving Average Processes
Albassam, Mohammed
Soliman, Emad E. A.
Ali, Sherif S.
[J]. IEEE ACCESS, 2022, 10 : 14225 - 14235
[6] Minimum distance estimation of locally stationary moving average processes
Ignacia Vicuna, M.
Palma, Wilfredo
Olea, Ricardo
[J]. COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2019, 140 : 1 - 20
[7] Two methods for estimation of parameters of spatial moving average processes
Adjengue, LD
Moore, M
[J]. CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 1999, 27 (04): : 795 - 818
[8] MOVING AVERAGE PROCESSES
ANDERSON, OD
[J]. STATISTICIAN, 1975, 24 (04): : 283 - 297
[9] PARAMETER-ESTIMATION METHODS FOR AUTOREGRESSIVE-MOVING AVERAGE PROCESSES
ALTSHULER, SV
[J]. AUTOMATION AND REMOTE CONTROL, 1982, 43 (08) : 979 - 990
[10] Weak dependence and GMM estimation of supOU and mixed moving average processes
Curato, Imina Valentina
Stelzer, Robert
[J]. ELECTRONIC JOURNAL OF STATISTICS, 2019, 13 (01): : 310 - 360

← 1 2 3 4 5 →