Problems with the estimation of moving average processes
- 1 August 1981
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 16 (3), 295-310
- https://doi.org/10.1016/0304-4076(81)90032-4
Abstract
No abstract availableThis publication has 7 references indexed in Scilit:
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- Estimation of a non-invertible moving average process: The case of overdifferencingJournal of Econometrics, 1977
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- The first-order moving average process: Identification, estimation and predictionJournal of Econometrics, 1974
- Least squares estimation in the regression model with autoregressive-moving average errorsBiometrika, 1971
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- EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELSBiometrika, 1959