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.
|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|
|Electronic Document|| |
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|Note||Digitized edition from print [produced by Statistics Canada].|
|Number of Pages||ii, 13  p. :|
|Departmental Catalogue Number||11-614E|
|Subject Terms||Methodology, Statistical analysis|
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