Simulation based inference in moving average models
E Ghysels, L Khalaf, C Vodounou - Annales d'Economie et de Statistique, 2003 - JSTOR
We examine several autoregressive-based estimators for the parameters of a moving average process, including the estimators ini tially proposed by Galbraith and Zinde-Walsh [1994] …
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We examine several autoregressive-based estimators for the parameters of a moving average process, including the estimators ini tially proposed by Galbraith and Zinde-Walsh [1994] …