On the Least Squares Estimator in Moving Average Models of Order One.

Abstract

A simple expression is derived in this paper for the error sum of squares in the context of moving average models of order one. A computer program is developed to estimate the parameter of a moving average model of order one based on the method of least squares. (Keywords: time series analysis; consisting; algorithms; subroutines; multivariate analysis).

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Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1986
Accession Number
ADA186028

Entities

People

  • H. A. Chapeh
  • M. B. Rao

Organizations

  • University of Pittsburgh

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Air Force
  • Algorithms
  • Case Studies
  • Computer Programs
  • Computers
  • Consistency
  • Errors
  • Estimators
  • Governments
  • Multivariate Analysis
  • Procedures (Computers)
  • Scientific Research
  • Signal Processing
  • Time Series Analysis
  • United States
  • United States Government
  • Universities

Fields of Study

  • Mathematics

Readers

  • Computational Modeling and Simulation
  • Statistical inference.