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Original Articles

A METHOD FOR ESTIMATING PARAMETER IN NONNEGATIVE MA(1) MODELS

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Pages 2101-2111 | Published online: 15 Feb 2007

REFERENCES

  • Bell , C.B. and Smith , E.P. 1086 . Inference for Non-negative Autoregressive Schemes . Commun. Statist.—Theor. Meth. , 15 ( 8 ) : 2267 – 2293 .
  • Andĕl , J. 1989 . Non-negative Autoregressive Processes . J. Time Ser. Anal. , 10 ( 1 ) : 1 – 11 .
  • Andĕl , J. Nonnegative Moving-average Models . Proceedings of the Fifth Prague Symposium . Sept 4–9 1993 , Prague, Czech Republic. Asymptotic Statistics , Edited by: Mandl , P. and Hušková , M. pp. 163 – 171 . Heidelberg : Physica Verlag .
  • Rao , C.R. 1973 . Linear Statistical Inference and its Applications, , 2nd Ed. New York : Wiley .

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