Consistency of the least squares estimator of the first order moving average parameter

Authors
Macpherson, Brian D. Fuller, Wayne A.
Citation
. Macpherson, Brian D. et A. Fuller, Wayne, Consistency of the least squares estimator of the first order moving average parameter, Annals of statistics , 11(1), 1983, pp. 326-329
Journal title
Annals of statistics → ACNP
ISSN journal
00905364
Volume
11
Issue
1
Year of publication
1983
Pages
326 - 329
Database
ACNP
SICI code
Abstract
The consistency of the least squares estimator of the parameter of the first order moving average time series is proven for the parameter in the interval [−1,1].