Essec\Faculty\Model\Contribution {#2233
  #_index: "academ_contributions"
  #_id: "9781"
  #_source: array:26 [
    "id" => "9781"
    "slug" => "parameter-estimation-for-moving-averages-with-positive-innovations"
    "yearMonth" => "1996-01"
    "year" => "1996"
    "title" => "Parameter estimation for moving averages with positive innovations"
    "description" => "KRATZ, M., RESNICK, S. et FEIGIN, P. (1996). Parameter estimation for moving averages with positive innovations. <i>Annals of Applied Probability</i>, 6, pp. 1157-1190."
    "authors" => array:3 [
      0 => array:3 [
        "name" => "KRATZ Marie"
        "bid" => "B00072305"
        "slug" => "kratz-marie"
      ]
      1 => array:1 [
        "name" => "RESNICK Sidney"
      ]
      2 => array:1 [
        "name" => "FEIGIN Paul"
      ]
    ]
    "ouvrage" => ""
    "keywords" => array:1 [
      0 => "AMS classification -ARMA"
    ]
    "updatedAt" => "2021-07-13 14:31:20"
    "publicationUrl" => null
    "publicationInfo" => array:3 [
      "pages" => "1157-1190"
      "volume" => "6"
      "number" => null
    ]
    "type" => array:2 [
      "fr" => "Articles"
      "en" => "Journal articles"
    ]
    "support_type" => array:2 [
      "fr" => "Revue scientifique"
      "en" => "Scientific journal"
    ]
    "countries" => array:2 [
      "fr" => null
      "en" => null
    ]
    "abstract" => array:2 [
      "fr" => "This paper continues the study of time series models generated by non-negative innovations which was begun in Feigin and Resnick (1992,1994). We concentrate on moving average processes. Estimators for moving average coefficients are proposed and consistency and asymptotic distributions established for the case of an order one moving average assuming either the right or left tail of the innovation distribution is regularly varying. The rate of convergence can be superior to that of the Yule--Walker or maximum likelihood estimators."
      "en" => "This paper continues the study of time series models generated by non-negative innovations which was begun in Feigin and Resnick (1992,1994). We concentrate on moving average processes. Estimators for moving average coefficients are proposed and consistency and asymptotic distributions established for the case of an order one moving average assuming either the right or left tail of the innovation distribution is regularly varying. The rate of convergence can be superior to that of the Yule--Walker or maximum likelihood estimators."
    ]
    "authors_fields" => array:2 [
      "fr" => "Systèmes d'Information, Data Analytics et Opérations"
      "en" => "Information Systems, Data Analytics and Operations"
    ]
    "indexedAt" => "2024-12-21T14:21:48.000Z"
    "docTitle" => "Parameter estimation for moving averages with positive innovations"
    "docSurtitle" => "Articles"
    "authorNames" => "<a href="/cv/kratz-marie">KRATZ Marie</a>, RESNICK Sidney, FEIGIN Paul"
    "docDescription" => "<span class="document-property-authors">KRATZ Marie, RESNICK Sidney, FEIGIN Paul</span><br><span class="document-property-authors_fields">Systèmes d'Information, Data Analytics et Opérations</span> | <span class="document-property-year">1996</span>"
    "keywordList" => "<a href="#">AMS classification -ARMA</a>"
    "docPreview" => "<b>Parameter estimation for moving averages with positive innovations</b><br><span>1996-01 | Articles </span>"
    "docType" => "research"
    "publicationLink" => "<a href="#" target="_blank">Parameter estimation for moving averages with positive innovations</a>"
  ]
  +lang: "fr"
  +"_type": "_doc"
  +"_score": 9.039552
  +"parent": null
}