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Talk:Moving-average model

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This is an old revision of this page, as edited by Jackzhp (talk | contribs) at 02:37, 11 April 2009. The present address (URL) is a permanent link to this revision, which may differ significantly from the current revision.
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estimation: how?

For AR(p), we can estimate it by solve the Yule-Walker equations, but for an MA(q) process, how do we estimate its parameters? Jackzhp (talk) 02:37, 11 April 2009 (UTC)[reply]