Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models (Q2839040)
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: Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models |
scientific article; zbMATH DE number 6184026
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models |
scientific article; zbMATH DE number 6184026 |
Statements
Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models (English)
0 references
4 July 2013
0 references
asymptotic properties
0 references
bias correction
0 references
first-order autocorrelation
0 references
method of moments
0 references
moving average process
0 references
near unit root
0 references
quasi maximum likelihood
0 references
0 references
0 references
0 references
0 references
