Large-Sample Estimation of Parameters for Moving-Average Models

A. M. Walker

doi:10.2307/2332756

Large-Sample Estimation of Parameters for Moving-Average Models

Biometrika ◽

10.2307/2332756 ◽

1961 ◽

Vol 48 (3/4) ◽

pp. 343 ◽

Cited By ~ 13

Author(s):

A. M. Walker

Keyword(s):

Moving Average ◽

Estimation Of Parameters ◽

Large Sample ◽

Moving Average Models

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A Procedure for Estimating Seasonal Moving Average Models Based on Large-Sample Estimation of the Correlogram

Journal of the Royal Statistical Society Series B (Methodological) ◽

10.1111/j.2517-6161.1977.tb01621.x ◽

1977 ◽

Vol 39 (2) ◽

pp. 238-247

Author(s):

E. J. Godolphin

Keyword(s):

Moving Average ◽

Large Sample ◽

Moving Average Models

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On Robust Estimation of Parameters for Autoregressive Moving Average Models

Robust and Nonlinear Time Series Analysis - Lecture Notes in Statistics ◽

10.1007/978-1-4615-7821-5_16 ◽

1984 ◽

pp. 273-286

Author(s):

Pham Dinh Tuan

Keyword(s):

Robust Estimation ◽

Moving Average ◽

Autoregressive Moving Average ◽

Estimation Of Parameters ◽

Moving Average Models ◽

Autoregressive Moving Average Models

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Efficient Estimation of Parameters in Moving-Average Models

Biometrika ◽

10.2307/2333528 ◽

1959 ◽

Vol 46 (3/4) ◽

pp. 306 ◽

Cited By ~ 24

Author(s):

J. Durbin

Keyword(s):

Moving Average ◽

Efficient Estimation ◽

Estimation Of Parameters ◽

Moving Average Models

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LARGE SAMPLE ANALYSIS OF AUTOREGRESSIVE MOVING-AVERAGE MODELS WITH ERRORS IN VARIABLES

Journal of Time Series Analysis ◽

10.1111/j.1467-9892.1995.tb00220.x ◽

1995 ◽

Vol 16 (1) ◽

pp. 1-15 ◽

Cited By ~ 10

Author(s):

Kamal C. Chanda

Keyword(s):

Moving Average ◽

Autoregressive Moving Average ◽

Errors In Variables ◽

Sample Analysis ◽

Large Sample ◽

Moving Average Models ◽

Large Sample Analysis ◽

Autoregressive Moving Average Models

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Large-Sample Estimation of Parameters for Autoregressive Processes with Moving-Average Residuals

Biometrika ◽

10.2307/2333472 ◽

1962 ◽

Vol 49 (1/2) ◽

pp. 117 ◽

Cited By ~ 3

Author(s):

A. M. Walker

Keyword(s):

Moving Average ◽

Autoregressive Processes ◽

Estimation Of Parameters ◽

Large Sample

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EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS

Biometrika ◽

10.1093/biomet/46.3-4.306 ◽

1959 ◽

Vol 46 (3-4) ◽

pp. 306-316 ◽

Cited By ~ 207

Author(s):

J. DURBIN

Keyword(s):

Moving Average ◽

Efficient Estimation ◽

Estimation Of Parameters ◽

Moving Average Models

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Large-sample estimation of parameters for autoregressive processes with moving-average residuals

Biometrika ◽

10.1093/biomet/49.1-2.117 ◽

1962 ◽

Vol 49 (1-2) ◽

pp. 117-131 ◽

Cited By ~ 54

Author(s):

A. M. WALKER

Keyword(s):

Moving Average ◽

Autoregressive Processes ◽

Estimation Of Parameters ◽

Large Sample

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A Large-Sample Test for Detecting Gaps in Moving Average Models

Journal of the Royal Statistical Society Series B (Methodological) ◽

10.1111/j.2517-6161.1978.tb01041.x ◽

1978 ◽

Vol 40 (3) ◽

pp. 290-295

Author(s):

E. J. Godolphin

Keyword(s):

Moving Average ◽

Large Sample ◽

Moving Average Models ◽

Sample Test

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The estimation of parameters for autoregressive-moving average models from sample autocovariances

Biometrika ◽

10.1093/biomet/66.3.555 ◽

1979 ◽

Vol 66 (3) ◽

pp. 555-560 ◽

Cited By ~ 6

Author(s):

PHAM-DINH TUAN

Keyword(s):

Moving Average ◽

Autoregressive Moving Average ◽

Estimation Of Parameters ◽

Moving Average Models ◽

Autoregressive Moving Average Models

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THE ESTIMATION OF PARAMETERS FOR AUTOREGRESSIVE MOVING AVERAGE MODELS

Journal of Time Series Analysis ◽

10.1111/j.1467-9892.1984.tb00378.x ◽

1984 ◽

Vol 5 (1) ◽

pp. 53-68 ◽

Cited By ~ 5

Author(s):

Pham Dinh Tuan

Keyword(s):

Moving Average ◽

Autoregressive Moving Average ◽

Estimation Of Parameters ◽

Moving Average Models ◽

Autoregressive Moving Average Models

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