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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| 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 |
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| Departmental catalogue number | 11-614E |
| Subject terms | Methodology Statistical analysis |
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