Exercise 7 9 7 For an MA(1) process, find an estimate of 1 in terms of (1) Are any restrictions on (1) needed ...

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Exercise 7.9.7. For an MA(1) process, find an estimate of 1 in terms of (1). Are

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Exercise 7.9.7. For an MA(1) process, find an estimate of θ1 in terms of ρˆ (1).

Are any restrictions on ρˆ (1) needed?

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Advanced Linear Modeling

ISBN: 9783030291631

3rd Edition

Authors: Ronald Christensen

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Question Posted: Aug 31, 2024 06:05 AM

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Exercise 7.9.7. For an MA(1) process, find an estimate of 1 in terms of (1). Are

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Advanced Linear Modeling

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