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Search: subject:"Simulation-based estimators"
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Modèles de moyenne mobile
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Moving average process
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Méthodes de moments simulés
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Simulation-based estimators
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Ghysels, Eric
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Khalaf, Lynda
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Vodounou, Cosme
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
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Simulation Based Inference in Moving Average Models
Ghysels, Eric
;
Khalaf, Lynda
;
Vodounou, Cosme
-
Centre Interuniversitaire de Recherche en Analyse des …
-
1994
We examine several
simulation-based
estimators
for the parameters of a moving average process, including the one …
Persistent link: https://www.econbiz.de/10005101119
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