000
| 01505nam 2200289za 4500 |
---|
001 | 9.837890 |
---|
003 | CaOODSP |
---|
005 | 20221107151241 |
---|
007 | cr ||||||||||| |
---|
008 | 170607s1985 onc |o f|0| 0 eng d |
---|
040 | |aCaOODSP|beng |
---|
043 | |an-cn--- |
---|
086 | 1 |aCS11-614/85-38E-PDF |
---|
100 | 1 |aLaniel, Normand J. D. |
---|
245 | 12|aA Monte-Carlo study of the first-order monthly seasonal moving average process |h[electronic resource] / |cby Normand J. D. Laniel. |
---|
260 | |a[Ottawa] : |bStatistics Canada, |c[1985]. |
---|
300 | |aii, 13 [6] p. : |bfigures. |
---|
490 | 1 |aWorking paper ; |v85-38 |
---|
500 | |aDigitized edition from print [produced by Statistics Canada]. |
---|
504 | |aIncludes bibliographic references. |
---|
520 | |a"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. |
---|
692 | 07|2gccst|aMethodology |
---|
692 | 07|2gccst|aStatistical analysis |
---|
710 | 1 |aCanada. |bStatistics Canada. |bMethodology Branch. |
---|
830 | #0|aWorking paper (Statistics Canada. Methodology Branch)|v85-38|w(CaOODSP)9.834763 |
---|
856 | 40|qPDF|s1.66 MB|uhttps://publications.gc.ca/collections/collection_2017/statcan/11-613/CS11-614-85-38-eng.pdf |
---|