Bias reduction of a conditional maximum likelihood estimator for a Gaussian second-order moving average model

In this study, we consider a bias reduction of the conditional maximum likelihood estimators for the unknown parameters of a Gaussian second-order moving average (MA(2)) model. In many cases, we use the maximum likelihood estimator because the estimator is consistent. However, when the sample size n...

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Autores principales: Fumiaki Honda, Takeshi Kurosawa
Formato: article
Lenguaje:EN
Publicado: VTeX 2021
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Acceso en línea:https://doaj.org/article/cba596a44dff40e7a745555c81f32b27
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