An approximate maximum likelihood estimation for non-Gaussian non-minimum phase moving average processes (Q1206453): Difference between revisions

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Latest revision as of 10:29, 30 July 2024

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An approximate maximum likelihood estimation for non-Gaussian non-minimum phase moving average processes
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    An approximate maximum likelihood estimation for non-Gaussian non-minimum phase moving average processes (English)
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    1 April 1993
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    spectral density
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    consistency
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    asymptotic normality
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    noninvertible
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    approximate maximum likelihood procedure
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    nonminimum phase
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    moving average processes
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    independent and identically distributed non-Gaussian noise
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    solutions of likelihood-like equations
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    simulation study
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    MA(2) processes
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