A simulation study of l1 estimation of a seasonal moving average time series model
- Author
- DUNSMUIR, W. T. M
Bond univ., school information computing sci., Gold Coast Queensl.4229, Australia - Source
Communications in statistics. Simulation and computation. 1992, Vol 21, Num 2, pp 519-531 ; ref : 4 ref
- CODEN
- CSSCDB
- ISSN
- 0361-0918
- Scientific domain
- Mathematics
- Publisher
- Taylor & Francis, Colchester
- Publication country
- United Kingdom
- Document type
- Article
- Language
- English
- Keyword (fr)
- Efficacité asymptotique Estimation statistique Moyenne mobile Simulation statistique Série temporelle Test normalité Variation saisonnière Estimation l1
- Keyword (en)
- Asymptotic efficiency Statistical estimation Moving average Statistical simulation Time series Normality test Seasonal variation
- Keyword (es)
- Eficacia asintótica Estimación estadística Promedio móvil Simulación estadistica Serie temporal Test normalidad Variación estacional
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02M Inference from stochastic processes; time series analysis
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 5256642
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1080/03610919208813033 
https://dx.doi.org/10.1080/03610919208813033
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