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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| Title | A Monte-Carlo study of the first-order monthly seasonal moving average process / by Normand J. D. Laniel. |
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| Publication type | Monograph - View Master Record |
| Language | [English] |
| Format | Digital text |
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| Description | ii, 13 [6] p. : figures. |
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| Departmental catalogue number | 11-614E |
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