On least-squares estimation of the residual variance in the first-order moving average model

Computational Statistics & Data Analysis ◽

10.1016/s0167-9473(98)00080-2 ◽

1999 ◽

Vol 29 (4) ◽

pp. 485-499 ◽

Author(s):

R.P. Mentz ◽

P.A. Morettin ◽

C.M.C. Toloi

Keyword(s):

Least Squares ◽

Moving Average ◽

Least Squares Estimation ◽

Residual Variance ◽

Average Model ◽

First Order ◽

Moving Average Model

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Least-squares estimation for uncertain moving average model

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2020.1713373 ◽

2020 ◽

pp. 1-10 ◽

Author(s):

Xiangfeng Yang ◽

Yaodong Ni

Keyword(s):

Least Squares ◽

Moving Average ◽

Least Squares Estimation ◽

Average Model ◽

Moving Average Model

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Least squares estimation for the high-order uncertain moving average model with application to carbon dioxide emissions

International Journal of General Systems ◽

10.1080/03081079.2021.1950150 ◽

2021 ◽

pp. 1-17

Author(s):

Yue Xin ◽

Xiangfeng Yang ◽

Jinwu Gao

Keyword(s):

Carbon Dioxide ◽

Least Squares ◽

Carbon Dioxide Emissions ◽

Moving Average ◽

Least Squares Estimation ◽

Average Model ◽

Moving Average Model

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Iterative Procedures for Exact Maximum Likelihood Estimation in the First-Order Gaussian Moving Average Model

10.21236/ada230812 ◽

1990 ◽

Author(s):

T. W. Anderson ◽

R. P. Mentz

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimation ◽

Moving Average ◽

Likelihood Estimation ◽

Average Model ◽

First Order ◽

Moving Average Model ◽

Iterative Procedures ◽

Exact Maximum Likelihood

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On the closed form of the likelihood function of the first order moving average model

10.1093/biomet/82.1.232 ◽

1995 ◽

Vol 82 (1) ◽

pp. 232-234 ◽

Author(s):

J. N. HADDAD

Keyword(s):

Closed Form ◽

Likelihood Function ◽

Moving Average ◽

Average Model ◽

First Order ◽

Moving Average Model

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A Multi-Stage Procedure of Bayesian Estimation for First Order Moving Average Model

International Journal of Advanced Statistics and Probability ◽

10.14419/ijasp.v1i3.1039 ◽

2013 ◽

Vol 1 (3) ◽

Author(s):

Mahmoud Mustafa Smadi ◽

Amal Alhusban

Keyword(s):

Bayesian Estimation ◽

Moving Average ◽

Average Model ◽

First Order ◽

Multi Stage ◽

Moving Average Model

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MAXIMUM LIKELIHOOD ESTIMATORS IN THE MULTIVARIATE AUTOREGRESSIVE MOVING-AVERAGE MODEL FROM A GENERALIZED LEAST SQUARES VIEWPOINT

Journal of Time Series Analysis ◽

10.1111/j.1467-9892.1992.tb00099.x ◽

1992 ◽

Vol 13 (2) ◽

pp. 133-145 ◽

Author(s):

Gregory C. Reinsel ◽

Sabyasachi Basu ◽

Sook Fwe Yap

Keyword(s):

Maximum Likelihood ◽

Least Squares ◽

Moving Average ◽

Maximum Likelihood Estimators ◽

Generalized Least Squares ◽

Autoregressive Moving Average ◽

Average Model ◽

Autoregressive Moving Average Model ◽

Moving Average Model ◽

Multivariate Autoregressive

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

10.2307/2335454 ◽

1981 ◽

Vol 68 (3) ◽

pp. 691 ◽

Author(s):

Jonathan D. Cryer ◽

Johannes Ledolter

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimator ◽

Moving Average ◽

Small Sample ◽

Likelihood Estimator ◽

Average Model ◽

First Order ◽

Moving Average Model ◽

Small Sample Properties

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Small-sample properties of the maximum likelihood estimator in the first-order moving average model

10.1093/biomet/68.3.691 ◽

1981 ◽

Vol 68 (3) ◽

pp. 691-694 ◽

Author(s):

JONATHAN D. CRYER ◽

JOHANNES LEDOLTER

Keyword(s):

Maximum Likelihood ◽

Maximum Likelihood Estimator ◽

Moving Average ◽

Small Sample ◽

Likelihood Estimator ◽

Average Model ◽

First Order ◽

Moving Average Model ◽

Small Sample Properties

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On Bayes Estimation of the First Order Moving Average Model

Journal of Mathematics and Statistics ◽

10.3844/jmssp.2006.422.426 ◽

2006 ◽

Vol 2 (3) ◽

pp. 422-426

Author(s):

Mahmoud M. Smadi ◽

Ahmed A. Abu-Taleb

Keyword(s):

Moving Average ◽

Bayes Estimation ◽

Average Model ◽

First Order ◽

Moving Average Model

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Estimation Bias and Feasible Conditional Forecasts from the First-Order Moving Average Model

Journal of Time Series Econometrics ◽

10.1515/jtse-2013-0015 ◽

2013 ◽

Vol 6 (1) ◽

Author(s):

Yong Bao ◽

Ru Zhang

Keyword(s):

Moving Average ◽

Estimation Bias ◽

Average Model ◽

First Order ◽

Moving Average Model

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