
On the parameter estimation of first order IMA model corrupted with AR (1) errors
Author(s) -
Daniel Eni,
Suhail Mahmud
Publication year - 2008
Publication title -
global journal of pure and applied sciences.
Language(s) - English
Resource type - Journals
ISSN - 1118-0579
DOI - 10.4314/gjpas.v14i1.16783
Subject(s) - estimation , order (exchange) , statistics , mathematics , computer science , algorithm , engineering , economics , systems engineering , finance