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A new preliminary estimator for MA(1) models

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  • Monti, Anna Clara

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  • Monti, Anna Clara, 1996. "A new preliminary estimator for MA(1) models," Computational Statistics & Data Analysis, Elsevier, vol. 21(1), pages 1-15, January.
    • Handle: RePEc:eee:csdana:v:21:y:1996:i:1:p:1-15
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    References listed on IDEAS

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    1. Anderson, T. W. & Metz, R. P., 1993. "A note on maximum likelihood estimation in the first-order Gaussian moving average model," Statistics & Probability Letters, Elsevier, vol. 16(3), pages 205-211, February.
    2. Mentz, Raul Pedro, 1977. "Estimation in the first-order moving average model through the finite autoregressive approximation : Some asymptotic results," Journal of Econometrics, Elsevier, vol. 6(2), pages 225-236, September.
    3. M. M. Gabr & T. Subba Rao, 1981. "The Estimation And Prediction Of Subset Bilinear Time Series Models With Applications," Journal of Time Series Analysis, Wiley Blackwell, vol. 2(3), pages 155-171, May.
    4. T. W. Anderson & Akimichi Takemura, 1986. "Why Do Noninvertible Estimated Moving Averages Occur?," Journal of Time Series Analysis, Wiley Blackwell, vol. 7(4), pages 235-254, July.
    5. Nelson, Charles R., 1974. "The first-order moving average process : Identification, estimation and prediction," Journal of Econometrics, Elsevier, vol. 2(2), pages 121-141, July.
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