Small Sample Properties of the Maximum Likelihood Estimator in the First Order Moving Average Model

Publikation: Wissenschaftliche Fachzeitschrift › Originalbeitrag in Fachzeitschrift › Begutachtung

Zitat

@article{e5ff9905ced4458ab545224c6538030c,

title = "Small Sample Properties of the Maximum Likelihood Estimator in the First Order Moving Average Model",

author = "J.D. Cryer and Johannes Ledolter",

year = "1981",

month = nov,

day = "1",

language = "English",

volume = "68",

pages = "691 -- 694",

journal = "Biometrika",

issn = "1464-3510",

publisher = "Oxford University Press",

}