An approximate maximum likelihood estimation for non-Gaussian non-minimum phase moving average processes (Q1206453)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An approximate maximum likelihood estimation for non-Gaussian non-minimum phase moving average processes |
scientific article; zbMATH DE number 148932
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An approximate maximum likelihood estimation for non-Gaussian non-minimum phase moving average processes |
scientific article; zbMATH DE number 148932 |
Statements
An approximate maximum likelihood estimation for non-Gaussian non-minimum phase moving average processes (English)
0 references
1 April 1993
0 references
spectral density
0 references
consistency
0 references
asymptotic normality
0 references
noninvertible
0 references
approximate maximum likelihood procedure
0 references
nonminimum phase
0 references
moving average processes
0 references
independent and identically distributed non-Gaussian noise
0 references
solutions of likelihood-like equations
0 references
simulation study
0 references
MA(2) processes
0 references
0 references
