Improved likelihood-based inference for the \(MA(1)\) model

DOI10.1016/j.jspi.2012.07.007zbMath1250.62044OpenAlexW2030023813MaRDI QIDQ715605

Fang Chang, Marie Rekkas, Augustine C. M. Wong

Publication date: 30 October 2012

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2012.07.007

zbMATH Keywords

moving average model\(p\)-valueslikelihood analysis

Mathematics Subject Classification ID

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