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

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

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  • Mentz, R. P. & Morettin, P. A. & Toloi, C. M. C., 1999. "On least-squares estimation of the residual variance in the first-order moving average model," Computational Statistics & Data Analysis, Elsevier, vol. 29(4), pages 485-499, February.
    • Handle: RePEc:eee:csdana:v:29:y:1999:i:4:p:485-499
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    References listed on IDEAS

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    1. Raul P. Mentz & Pedro A. Morettin & Clélia Toloi, 1998. "On Residual Variance Estimation in Autoregressive Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 19(2), pages 187-208, March.
    2. Cordeiro, Gauss M. & Klein, Ruben, 1994. "Bias correction in ARMA models," Statistics & Probability Letters, Elsevier, vol. 19(3), pages 169-176, February.
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