A note on maximum likelihood estimation in the first-order Gaussian moving average model
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Cited by:
- Monti, Anna Clara, 1996. "A new preliminary estimator for MA(1) models," Computational Statistics & Data Analysis, Elsevier, vol. 21(1), pages 1-15, January.
- van der Leeuw, J.L., 1994. "The second derivative of the likelihood of an exact ARMA model," Other publications TiSEM 04f52885-2820-4b2d-b1f0-b, Tilburg University, School of Economics and Management.
- van der Leeuw, J.L., 1994. "The second derivative of the likelihood of an exact ARMA model," Research Memorandum FEW 661, Tilburg University, School of Economics and Management.
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Keywords
Moving average model maximum likelihood estimation alternative parametrizations likelihood equations.;Statistics
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