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For the case when the characteristic polynomial has roots inside the unit circle (non-invertibility) a (quasi) maximum-likelihood estimator of the MA coefficients is constructed. It is shown that the consistency of this estimator is intimately connected with the PDF \\(f\\). E.g., let \\(g\\) be a zero mean Gaussian density such that \\(\\int |x|g(x)dx=\\int |x|f(x)d x\\).NEWLINENEWLINENEWLINEThen the MLE estimator is consistent if for some \\(0<a_1<a_2\\), \\(f(x)>g(x)\\) for \\(|x|<a_1\\) and \\(|x|>a_2\\), and \\(f(x)<g(x)\\) for \\(a_1<|x|<a_2\\).NEWLINENEWLINENEWLINEIf \\(f( x)<g(x)\\) for \\(|x|<a_1\\) and \\(|x|>a_2\\) and \\(f(x)>g(x)\\) for \\(a_1<|x|<a_2\\), the estimator is inconsistent.NEWLINENEWLINENEWLINEThis result is in contrast to results on standard invertible moving average models where the quasi likelihood typically produces consistent estimates.","type":"string"},"datatype":"string"},"type":"statement","id":"Q2711684$C2EF7C13-77DC-44BB-B927-18AA3D156D6D","rank":"normal"}],"P1643":[{"mainsnak":{"snaktype":"value","property":"P1643","hash":"b5650a7d671089db4f276536574b666c58eb52fa","datavalue":{"value":{"entity-type":"item","numeric-id":3749987,"id":"Q3749987"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7dbd0b4a44735247517be3c7c59960e61359912c","datavalue":{"value":{"amount":"+0.8336844444274902","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2711684$9F77F8A1-C657-403F-8E16-F40D4E0C084B","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"edd644a39bb4b7c9b450173180ba50e6c54c1301","datavalue":{"value":{"entity-type":"item","numeric-id":1206453,"id":"Q1206453"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"b74edad02892be5f57f36c831048d9967bc70d3b","datavalue":{"value":{"amount":"+0.8171601295471191","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2711684$246B1ADB-1285-40AF-9EB7-CBA0B0AF70E0","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"d8b38df9af15dad084002cc9d15ab87332972d72","datavalue":{"value":{"entity-type":"item","numeric-id":3704775,"id":"Q3704775"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"6e2f4d894dda7fdb2441ccb47e4cd585b30cf352","datavalue":{"value":{"amount":"+0.8027401566505432","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2711684$5F760CB5-04F4-4864-B99A-78E5DBE7BF22","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"c517f907c5cdafc480e78941807e96cb4fcd1478","datavalue":{"value":{"entity-type":"item","numeric-id":5323626,"id":"Q5323626"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"c28e96bea80edf4c4f4717e055b6423dc7ba3a38","datavalue":{"value":{"amount":"+0.7905226349830627","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2711684$6BD63A9E-2C41-4665-8360-294199170FB3","rank":"normal"},{"mainsnak":{"snaktype":"value","property":"P1643","hash":"e34604becf7f02fb4cf3a00a96449de59007dd82","datavalue":{"value":{"entity-type":"item","numeric-id":1354836,"id":"Q1354836"},"type":"wikibase-entityid"},"datatype":"wikibase-item"},"type":"statement","qualifiers":{"P1659":[{"snaktype":"value","property":"P1659","hash":"7212d2be378104774272a5bbcf6ea6c022b90bbd","datavalue":{"value":{"amount":"+0.780643105506897","unit":"1"},"type":"quantity"},"datatype":"quantity"}],"P1660":[{"snaktype":"value","property":"P1660","hash":"a327a09ea0305e98d5cf33bd4036320e19f2aed0","datavalue":{"value":{"entity-type":"item","numeric-id":6821328,"id":"Q6821328"},"type":"wikibase-entityid"},"datatype":"wikibase-item"}]},"qualifiers-order":["P1659","P1660"],"id":"Q2711684$7178D577-217D-4F6D-A4F1-F74D33D35182","rank":"normal"}]},"sitelinks":{"mardi":{"site":"mardi","title":"Publication:2711684","badges":[],"url":"https://portal.mardi4nfdi.de/wiki/Publication:2711684"}}}}}