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: | , |
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| Formato: | article |
| Lenguaje: | EN |
| Publicado: |
VTeX
2021
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| Materias: | |
| Acceso en línea: | https://doaj.org/article/cba596a44dff40e7a745555c81f32b27 |
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