THE SUM OF FINITE MOVING AVERAGE PROCESSES
- 1 January 1986
- journal article
- Published by Wiley in Journal of Time Series Analysis
- Vol. 7 (1) , 21-25
- https://doi.org/10.1111/j.1467-9892.1986.tb00483.x
Abstract
No abstract availableKeywords
This publication has 4 references indexed in Scilit:
- Consistent estimation of equations with composite moving average disturbance termsJournal of Econometrics, 1983
- A solution to an estimation problem involving models with rational expectationsJournal of Monetary Economics, 1983
- On the structure of moving average processesJournal of Econometrics, 1977
- Time Series Modelling and InterpretationJournal of the Royal Statistical Society. Series A (General), 1976