Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models (Q2839040): Difference between revisions
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Revision as of 08:45, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models |
scientific article |
Statements
Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models (English)
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4 July 2013
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asymptotic properties
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bias correction
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first-order autocorrelation
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method of moments
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moving average process
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near unit root
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quasi maximum likelihood
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