New exact ML estimation and inference for a Gaussian \(MA(1)\) process (Q1934735): Difference between revisions

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+https://doi.org/10.1016/j.econlet.2007.06.021
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+W2077659517
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+WHY DO NONINVERTIBLE ESTIMATED MOVING AVERAGES OCCUR?*
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+Finite sample properties of estimators for autoregressive moving average models
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