EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS

EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS Get access J. DURBIN J. DURBIN Research Techniques Division, London School of Economics Search for other works by this author on: Oxford Academic Google Scholar Biometrika, Volume 46, Issue 3-4, December 1959, Pages 306–316, https://doi.org/10.1093/biomet/46.3-4.306 Published: 01 December 1959

EFFICIENT ESTIMATION OF PARAMETERS IN MOVING-AVERAGE MODELS | Litlas