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Parameter Estimation for Moving Averages with Positive Innovations

Author
Feigin, P. D.; Kratz, M. F.; Resnick, S. I.
Abstract
This paper published in "Mathematical Programming" 76 (1996) 3-45
Date Issued
1995-01Publisher
Cornell University Operations Research and Industrial Engineering
Subject
Operations Research; Industrial Engineering; technical report
Previously Published As
1111
Type
technical report