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Communications in Statistics - Simulation and Computation Volume 21, 1992 - Issue 2
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Original Articles

A simulation study of l1:estimation of a seasonal moving average time series model

William T.M. Dunsmuir School of Information and Computing Sciences Bond University, Gold Coast, Queensland, 4229, Australia Phone: +61 75 953319 Fax: +61 75 953319 E-mail: [email protected]
Pages 519-531 | Received 01 Feb 1991, Published online: 27 Jun 2007

References

  • Becker , R.A. , Chambers , J.M. and Wilks , R.A. 1988 . “ The New S Language ” . Pacific Grove : Wadsworth & Brooks/Cole .
  • Box , G.E.P. and Jenkins , G. 1976 . Time Series Analysis , New York : Holden Day .
  • Dunsmuir , W.T.M. and Spencer , N. 1990 . Strong consistancy and asymptotic normality of l1:estimates of the autoregressive moving-average model , Vol. 12 , 95 J. Time Series Analysis .

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