New exact ML estimation and inference for a Gaussian \(MA(1)\) process (Q1934735)
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scientific article; zbMATH DE number 6132327
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New exact ML estimation and inference for a Gaussian \(MA(1)\) process |
scientific article; zbMATH DE number 6132327 |
Statements
New exact ML estimation and inference for a Gaussian \(MA(1)\) process (English)
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29 January 2013
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Gaussian MA process
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new exact ML estimation
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MA unit root
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over-differencing/stationarity
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Wald test
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