✦ LIBER ✦

Estimating the order of moving average models: the max X 2 method

✍ Scribed by McClave, James T.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Estimating the Order of Autoregressive M

✍ James T. McClave 📂 Article 📅 1978 🏛 American Statistical Association 🌐 English ⚖ 1002 KB

On least-squares estimation of the resid

✍ R.P. Mentz; P.A. Morettin; C.M.C. Toloi 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 116 KB

Small-Sample Properties of the Maximum L

✍ Jonathan D. Cryer and Johannes Ledolter 📂 Article 📅 1981 🏛 Oxford University Press 🌐 English ⚖ 407 KB

THE ESTIMATION OF PARAMETERS FOR AUTOREG

✍ Pham Dinh Tuan 📂 Article 📅 1984 🏛 John Wiley and Sons 🌐 English ⚖ 677 KB

A note on maximum likelihood estimation

✍ T.W. Anderson; R.P. Metz 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 418 KB

Consistency of the Least Squares Estimat

✍ Brian D. Macpherson and Wayne A. Fuller 📂 Article 📅 1983 🏛 Institute of Mathematical Statistics 🌐 English ⚖ 929 KB