A Monte-Carlo study of the first-order monthly seasonal moving average process / by Normand J. D. Laniel.: 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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Publication information
Department/Agency Canada. Statistics Canada. Methodology Branch.
Title A Monte-Carlo study of the first-order monthly seasonal moving average process / by Normand J. D. Laniel.
Series title Working paper ; 85-38
Publication type Series - View Master Record
Language [English]
Format Electronic
Electronic document
Note(s) Digitized edition from print [produced by Statistics Canada].
Includes bibliographic references.
Publishing information [Ottawa] : Statistics Canada, [1985].
Author / Contributor Laniel, Normand J. D.
Description ii, 13 [6] p. : figures.
Catalogue number
  • CS11-614/85-38E-PDF
Departmental catalogue number 11-614E
Subject terms Methodology
Statistical analysis
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