A method for estimating parameter in nonnegative MA(1) models

被引：2
|
作者：
Andel, J [1 ]
Zichová, J [1 ]
机构：
[1] Charles Univ, Dept Stat, Prague 18675 8, Czech Republic
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2002年 / 31卷 / 11期
关键词：
nonnegative time series; moving-average models; estimating parameters;
D O I：
10.1081/STA-120015019
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
A method for estimating parameter in nonnegative MA(1) models is proposed and investigated in the paper. The method also gives nontrivial confidence sets on confidence level 1. Small sample properties of new estimator are demonstrated in a simulation study.
引用
收藏
页码：2101 / 2111
页数：11
相关论文
共 50 条
  • [1] Estimating function method for nonnegative autoregressive models
    Prasad, E. Hari
    Balakrishna, N.
    STATISTICA NEERLANDICA, 2023, 77 (04) : 471 - 496
  • [2] A Method with Parameter for Solving the Spectral Radius of Nonnegative Tensor
    Li Y.-Y.
    Yang Q.-Z.
    He X.
    Journal of the Operations Research Society of China, 2017, 5 (01) : 3 - 25
  • [3] A method for estimating the CTF in electron microscopy based on ARMA models and parameter adjustment
    Velázquez-Muriel, JA
    Sorzano, COS
    Fernández, JJ
    Carazo, JM
    ULTRAMICROSCOPY, 2003, 96 (01) : 17 - 35
  • [4] The block smoothing method for estimating the spectral radius of a nonnegative matrix
    Yang, Zhi-Ming
    APPLIED MATHEMATICS AND COMPUTATION, 2007, 185 (01) : 266 - 271
  • [5] A New Computational Method for Estimating Simultaneous Equations Models Using Entropy as a Parameter Criteria
    Perez-Sanchez, Belen
    Gonzalez, Martin
    Perea, Carmen
    Lopez-Espin, Jose J.
    MATHEMATICS, 2021, 9 (07)
  • [6] On Penalty Parameter Selection for Estimating Network Models
    Wysocki, Anna C.
    Rhemtulla, Mijke
    MULTIVARIATE BEHAVIORAL RESEARCH, 2021, 56 (02) : 288 - 302
  • [7] ESTIMATING A REAL PARAMETER IN A CLASS OF SEMIPARAMETRIC MODELS
    VANDERVAART, AW
    ANNALS OF STATISTICS, 1988, 16 (04): : 1450 - 1474
  • [8] ESTIMATING ERROR COMPONENT MODELS WITH GENERAL MA(Q) DISTURBANCES
    BALTAGI, BH
    LI, Q
    ECONOMETRIC THEORY, 1994, 10 (02) : 396 - 408
  • [9] A Simple Method For Estimating The Bounds Of Spectral Radius Of Nonnegative Irreducible Matrices
    Yang, Zhi Ming
    APPLIED MATHEMATICS E-NOTES, 2011, 11 : 67 - 72
  • [10] Function Space Optimization: A Symbolic Regression Method for Estimating Parameter Transfer Functions for Hydrological Models
    Feigl, M.
    Herrnegger, M.
    Klotz, D.
    Schulz, K.
    WATER RESOURCES RESEARCH, 2020, 56 (10)
12345