Simulation based inference in moving average models
E Ghysels, L Khalaf, C Vodounou - Annales d'Economie et de Statistique, 2003 - JSTOR
Cited by Link to paperWe 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] …