New exact ML estimation and inference for a Gaussian \(MA(1)\) process
type: Item
instance of: scholarly article
title: New exact ML estimation and inference for a Gaussian \(MA(1)\) process
zbMATH Open document ID: 1255.91371
author: Dimitrios V. Vougas
published in: Economics Letters
publication date: 2013-01-29T00:00:00Z
Mathematics Subject Classification ID: 91B84
Mathematics Subject Classification ID: 91B82
zbMATH DE Number: 6132327
zbMATH Keywords: Gaussian MA process
zbMATH Keywords: new exact ML estimation
zbMATH Keywords: MA unit root
zbMATH Keywords: over-differencing/stationarity
zbMATH Keywords: Wald test
MaRDI profile type: Publication
full work available at URL: j.econlet.2007.06.021
OpenAlex ID: W2077659517
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DOI: 10.1016/J.ECONLET.2007.06.021
description: scientific article; zbMATH DE number 6132327