Unit roots in moving averages beyond first order (Q449984): Difference between revisions

@@ Property / author @@
-Richard A. Davis
@@ Property / author: Richard A. Davis / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.2496
@@ Property / arXiv ID: 1203.2496 / rank @@
+Normal rank
@@ Property / cites work @@
+WHY DO NONINVERTIBLE ESTIMATED MOVING AVERAGES OCCUR?*
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation for \(\alpha \)-stable autoregressive processes
+Normal rank
@@ Property / cites work @@
+Maximum likelihood estimation for all-pass time series models
+Normal rank
@@ Property / cites work @@
+Q5326956
@@ Property / cites work: Q5326956 / rank @@
+Normal rank
@@ Property / cites work @@
+Least absolute deviation estimation for all-pass time series models
+Normal rank
@@ Property / cites work @@
+Time series: theory and methods.
@@ Property / cites work: Time series: theory and methods. / rank @@
+Normal rank
@@ Property / cites work @@
+Limiting distributions of least squares estimates of unstable autoregressive processes
+Normal rank
@@ Property / cites work @@
+Inference for regression models with errors from a non-invertible MA(1) process
+Normal rank
@@ Property / cites work @@
+Q4884610
@@ Property / cites work: Q4884610 / rank @@
+Normal rank
@@ Property / cites work @@
+Least absolute deviation estimation for regression with ARMA errors
+Normal rank
@@ Property / cites work @@
+M-estimation for autoregression with infinite variance
+Normal rank
@@ Property / cites work @@
+Functional convergence of stochastic integrals with application to statistical inference
+Normal rank
@@ Property / cites work @@
+Q3911791
@@ Property / cites work: Q3911791 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4230740
@@ Property / cites work: Q4230740 / rank @@
+Normal rank
@@ Property / cites work @@
+Gaussian and non-Gaussian linear time series and random fields
+Normal rank
@@ Property / cites work @@
+Maximum Likelihood Estimation of Regression Models with First Order Moving Average Errors when the Root Lies on the Unit Circle
+Normal rank
@@ Property / cites work @@
+Maximum Likelihood Estimation of Regression Models With Stochastic Trend Components
+Normal rank
@@ Property / cites work @@
+Q5687551
@@ Property / cites work: Q5687551 / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2004012270
@@ Property / OpenAlex ID: W2004012270 / rank @@
+Normal rank