EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS

• 1 December 1959
• journal article
• research article
• Published by Oxford University Press (OUP) in Biometrika
• Vol. 46  (3-4) , 306-316
• https://doi.org/10.1093/biomet/46.3-4.306

Abstract

Keywords

• EFFICIENT ESTIMATION
• ESTIMATION OF PARAMETERS
• AVERAGE MODELS
• MOVING AVERAGE