35 citations · 51 across the 3 of their papers we have counts for
3 papers
math.ST2016★ 6 cited
Fitting MA(q) Models in the Closed Invertible Region
Ying Zhang, A. Ian McLeod
The use of reparameterization in the maximization of the likelihood function of the MA(q) model is discussed. A general method for testing for the presence of a parameter estimate…
math.ST2016★ 35 cited
Partial autocorrelation parameterization for subset autoregression
A. Ian McLeod, Ying Zhang
A new version of the partial autocorrelation plot and a new family of subset autoregressive models are introduced. A comprehensive approach to model identification, estimation and…
math.ST2016★ 10 cited
Computer Algebra Derivation of the Bias of Burg Estimators
Ying Zhang, A. Ian McLeod
A symbolic method is discussed which can be used to obtain the asymptotic bias and variance to order for estimators in stationary time series. Using this method the bias t…