Efficient Estimation of Stationary Time Series Mixed Schemes.
Abstract
The purpose of this paper is (1) to present a new method of efficient estimation of the parameters of moving average and mixed scheme models for time series; (2) to compare the method to a new method recently introduced by Hannan (1969) and (3) to relate both methods to general ideas on stagewise estimation of parameters. In this short version of the paper, the new method is stated without proof. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- May 14, 1971
- Accession Number
- AD0728990
Entities
People
- Emanuel Parzen
Organizations
- Stanford University