Pages that link to "Item:Q1805794"
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The following pages link to Gaussian likelihood-based inference for non-invertible MA(1) processes with S\(\alpha \)S noise (Q1805794):
Displaying 4 items.
- New exact ML estimation and inference for a Gaussian \(MA(1)\) process (Q1934735) (← links)
- Non-standard limits for a family of autoregressive stochastic sequences (Q2239265) (← links)
- Asymptotics of regressions with stationary and nonstationary residuals. (Q2574563) (← links)
- Testing for reduction to random walk in autoregressive conditional heteroskedasticity models (Q4416017) (← links)