Zobrazeno 1 - 10
of 107
pro vyhledávání: '"Findley, David F."'
Autor:
Cantor, James L., Findley, David F.
Publikováno v:
IMS Lecture Notes Monograph Series 2006, Vol. 52, 20-47
We introduce a recursive algorithm of conveniently general form for estimating the coefficient of a moving average model of order one and obtain convergence results for both correct and misspecified MA(1) models. The algorithm encompasses Pseudolinea
Externí odkaz:
http://arxiv.org/abs/math/0702764
Autor:
Findley, David F.
Publikováno v:
Econometric Theory, 2007 Dec 01. 23(6), 1083-1107.
Externí odkaz:
https://www.jstor.org/stable/4497828
Publikováno v:
The Annals of Statistics, 2001 Jun 01. 29(3), 815-838.
Externí odkaz:
https://www.jstor.org/stable/2673973
Publikováno v:
Journal of Business & Economic Statistics, 1998 Apr 01. 16(2), 127-152.
Externí odkaz:
https://www.jstor.org/stable/1392565
Autor:
Findley, David F.
Publikováno v:
Journal of Business & Economic Statistics, 1996 Jul 01. 14(3), 389-393.
Externí odkaz:
https://www.jstor.org/stable/1392452
Autor:
Cantor, James L., Findley, David F.
Publikováno v:
Lecture Notes-Monograph Series, 2006 Jan 01. 52, 20-47.
Externí odkaz:
https://www.jstor.org/stable/20461427
Autor:
Findley, David F.
Publikováno v:
Statistica Sinica, 2005 Apr 01. 15(2), 447-476.
Externí odkaz:
https://www.jstor.org/stable/24307364
Autor:
Findley, David F., Parzen, Emanuel
Publikováno v:
Statistical Science, 1995 Feb 01. 10(1), 104-117.
Externí odkaz:
https://www.jstor.org/stable/2246234
Publikováno v:
Journal of the American Statistical Association, 1990 Jun 01. 85(410), 345-355.
Externí odkaz:
https://www.jstor.org/stable/2289770
Publikováno v:
In Journal of Econometrics 2004 118(1):151-187