An approximate maximum likelihood estimation for non-Gaussian non-minimum phase moving average processes (Q1206453): Difference between revisions
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Property / full work available at URL: https://doi.org/10.1016/0047-259x(92)90037-g / rank | |||
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Latest revision as of 10:29, 30 July 2024
scientific article
Language | Label | Description | Also known as |
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English | An approximate maximum likelihood estimation for non-Gaussian non-minimum phase moving average processes |
scientific article |
Statements
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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