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

1 June 1962

journal article
Published by Oxford University Press (OUP) in Biometrika

Vol. 49 (1-2) , 117-131
https://doi.org/10.1093/biomet/49.1-2.117

Abstract

A. M. WALKER; Large-sample estimation of parameters for autoregressive processes with moving-average residuals, Biometrika, Volume 49, Issue 1-2, 1 January 196

Keywords

AUTOREGRESSIVE PROCESS
MOVING AVERAGE