Inference for regression models with errors from a non-invertible MA(1) process (Q3018535): Difference between revisions
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| Property / cites work: WHY DO NONINVERTIBLE ESTIMATED MOVING AVERAGES OCCUR?* / rank | |||
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| Property / cites work: Q5326956 / rank | |||
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| Property / cites work: Q4884610 / rank | |||
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| Property / cites work: A NOTE ON THE MAXIMUM LIKELIHOOD ESTIMATION OF REGRESSION MODELS WITH FIRST ORDER MOVING AVERAGE ERRORS WITH ROOTS ON THE UNIT CIRCLE / rank | |||
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| Property / cites work: Maximum Likelihood Estimation of Regression Models with First Order Moving Average Errors when the Root Lies on the Unit Circle / rank | |||
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| Property / cites work: Maximum Likelihood Estimation of Regression Models With Stochastic Trend Components / rank | |||
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| Property / cites work: Q5687551 / rank | |||
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Latest revision as of 08:52, 4 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference for regression models with errors from a non-invertible MA(1) process |
scientific article |
Statements
Inference for regression models with errors from a non-invertible MA(1) process (English)
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27 July 2011
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regression model with moving average errors
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unit roots
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non-invertible moving averages
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maximum likelihood estimator
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