New preliminary estimator for MA (1) models

被引：0

|

作者：

Monti, A.C.

机构：

来源：

Computational Statistics & Data Analysis | 1996年 / 21卷 / 01期

关键词：

D O I：

暂无

中图分类号：

学科分类号：

摘要：

引用

收藏

相关论文

共 50 条

[1] A new preliminary estimator for MA(1)
Monti, AC
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 1996, 21 (01) : 1 - 15
[2] Improving the accuracy of the analytical indirect inference estimator for MA models
Richard, Patrick
ECONOMICS BULLETIN, 2009, 29 (04): : 2795 - 2802
[3] THE ASYMPTOTIC VARIANCE OF THE ML ESTIMATOR OF MA(1) COEFFICIENT
CHANG, Y
IM, EI
ECONOMETRIC THEORY, 1993, 9 (03) : 527 - 530
[4] A new estimator method for GARCH models
R. N. Onody
G. M. Favaro
E. R. Cazaroto
The European Physical Journal B, 2007, 57 : 487 - 493
[5] A new estimator method for GARCH models
Onody, R. N.
Favaro, G. M.
Cazaroto, E. R.
EUROPEAN PHYSICAL JOURNAL B, 2007, 57 (04): : 487 - 493
[6] DISTRIBUTION OF THE ML ESTIMATOR OF AN MA(1) AND A LOCAL-LEVEL MODEL
SHEPHARD, N
ECONOMETRIC THEORY, 1993, 9 (03) : 377 - 401
[7] A NEW ALGORITHM FOR THE HUBER ESTIMATOR IN LINEAR-MODELS
EKBLOM, H
BIT, 1988, 28 (01): : 123 - 132
[8] NEW ALGORITHM FOR THE HUBER ESTIMATOR IN LINEAR MODELS.
Ekblom, Hakan
BIT (Copenhagen), 1988, 28 (01): : 123 - 132
[9] New Ridge Regression Estimator in Semiparametric Regression Models
Roozbeh, Mahdi
Arashi, Mohammad
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2016, 45 (10) : 3683 - 3715
[10] A SIMPLE EXAMPLE OF AN INDIRECT ESTIMATOR WITH DISCONTINUOUS LIMIT THEORY IN THE MA(1) MODEL
Arvanitis, Stelios
JOURNAL OF TIME SERIES ANALYSIS, 2014, 35 (06) : 536 - 557

← 1 2 3 4 5 →