Least Squares Estimator in Moving Average Models of Order One

机译：一阶移动平均模型中的最小二乘估计

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摘要

A simple expression is derived in this paper for the error sum of squares in the context of moving average models of order one. A computer program is developed to estimate the parameter of a moving average model of order one based on the method of least squares.

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作者
Chapeh, H. A.; Rao, M. B.;
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年度 1986
页码 p.1-13
总页数 13
原文格式 PDF
正文语种 eng
中图分类工业技术;
关键词
Algorithms; Computer programs; Estimates; Least squares method; Multivariate analysis; Subroutines; Time series analysis; Mathematical models; Random variables;

机译：算法;计算机程序;估计;最小二乘法;多变量分析;子程序;时间序列分析;数学模型;随机变量;

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3. Asymptotics of L_1-Estimators in Moving Average Time Series Models [J] . Lihong Wang Communications in Statistics. A, Theory and Methods . 2004,第1期

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Least Squares Estimator in Moving Average Models of Order One

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