On least-squares estimation of the residual variance in the first-order moving average model

R. P. Mentz، نويسنده , , P. A. Morettin، نويسنده , , C. M. C. Toloi، نويسنده ,

روزنامه با شماره پیاپی سال 1999

15

485

499

Moving average model , Residual variance estimation , Least squares , Asymptotic bias , Asymptotic mean square error

Computational Statistics and Data Analysis

1999

Computational Statistics and Data Analysis

307422