Parameter estimation for moving averages with positive innovations
Work
Year: 1996
Type: article
Abstract: This paper continues the study of time series models generated by nonnegative innovations which was begun by Feigin and Resnick. We concentrate on moving average processes. Estimators for moving avera... more
Institutions Cornell University, Technion – Israel Institute of Technology, Département Mathématiques et Informatique Appliquées, Université Paris Cité
Cites: 15
Cited by: 42
Related to: 10
FWCI: 0.913
Citation percentile (by year/subfield): 87.54
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Industry, innovation and infrastructure
Open Access status: bronze