✦ LIBER ✦

MOVING-AVERAGE TRANSFORMATIONS IN CLASSICAL LINEAR MODELS

✍ Scribed by J. C. R. Rowley; D. A. Wilton

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Testing linearity against nonlinear movi

✍ Brännäs, Kurt; De Gooijer, Jan G.; Teräsvirta, Timo 📂 Article 📅 1998 🏛 Taylor and Francis Group 🌐 English ⚖ 421 KB

Bootstrap in moving average models

✍ Arup Bose 📂 Article 📅 1990 🏛 Springer Japan 🌐 English ⚖ 648 KB

FAST LINEAR ESTIMATION METHODS FOR VECTO

✍ Sergio Koreisha; Tarmo Pukkila 📂 Article 📅 1989 🏛 John Wiley and Sons 🌐 English ⚖ 720 KB

Efficient Estimation of Linear Asset-Pri

✍ Lars Peter Hansen and Kenneth J. Singleton 📂 Article 📅 1996 🏛 American Statistical Association 🌐 English ⚖ 672 KB

Estimation in integer-valued moving aver

✍ Kurt Brännäs; Andreia Hall 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 165 KB

Testing Moving Average against Autoregre

✍ Paramsothy Silvapulle and Maxwell L. King 📂 Article 📅 1991 🏛 American Statistical Association 🌐 English ⚖ 274 KB