EconPapers    
Economics at your fingertips  
 

On least-squares estimation of the residual variance in the first-order moving average model

R. P. Mentz, P. A. Morettin and C. M. C. Toloi

Computational Statistics & Data Analysis, 1999, vol. 29, issue 4, 485-499

Date: 1999
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-9473(98)00080-2
Full text for ScienceDirect subscribers only.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:csdana:v:29:y:1999:i:4:p:485-499

Access Statistics for this article

Computational Statistics & Data Analysis is currently edited by S.P. Azen

More articles in Computational Statistics & Data Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().

 
Page updated 2025-03-19
Handle: RePEc:eee:csdana:v:29:y:1999:i:4:p:485-499