A Monte-Carlo study of the first-order monthly seasonal moving average process: CS11-614/85-38E-PDF

"A résumé of previous studies on estimators for auto regressive moving average models is given. The maximum likelihood, unconditional and conditional least squares estimators are described. Monte-Carlo results are presented for the MA(1)12 seasonal model estimated by the three estimators. Conclusions about the choice of estimator are drawn from these results"--Summary, p. i.

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Department/Agency Statistics Canada. Methodology Branch.
Title A Monte-Carlo study of the first-order monthly seasonal moving average process
Series Title Working paper ;
Publication Type Series - View Master Record
Language [English]
Format Electronic
Electronic Document

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Note Digitized edition from print [produced by Statistics Canada].
Date [1985].
Number of Pages ii, 13 [6] p. :
Catalogue Number
  • CS11-614/85-38E-PDF
Departmental Catalogue Number 11-614E
Subject Terms Methodology, Statistical analysis