A method for estimating parameters in nonnegative MA(1) models
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F02%3A00003112" target="_blank" >RIV/00216208:11320/02:00003112 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
A method for estimating parameters in nonnegative MA(1) models
Original language description
A method for estimating parameter in nonnegative MA(1)models is proposed in the paper. The method also gives nontrivial confidence sets on confidence level 1. Small sample properties of the new estimator are demonstrated in a simulation study.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BA - General mathematics
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GA201%2F00%2F0770" target="_blank" >GA201/00/0770: Time series and their applications</a><br>
Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2002
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Communications in statistics - theory and methods
ISSN
0361-0926
e-ISSN
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Volume of the periodical
31
Issue of the periodical within the volume
11
Country of publishing house
DE - GERMANY
Number of pages
12
Pages from-to
2101-2112
UT code for WoS article
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EID of the result in the Scopus database
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