Maximum Likelihood Estimation of Regression Models with First Order Moving Average Errors when the Root Lies on the Unit Circle
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Publication:3664275
DOI10.2307/1912159zbMath0516.62098OpenAlexW2030372665WikidataQ56568165 ScholiaQ56568165MaRDI QIDQ3664275
No author found.
Publication date: 1983
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1912159
maximum likelihood estimationtime seriesfirst order moving average errorslocal maximum of likelihood function
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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