Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models (Q2839040): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 19:19, 3 February 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)
0 references
4 July 2013
0 references
asymptotic properties
0 references
bias correction
0 references
first-order autocorrelation
0 references
method of moments
0 references
moving average process
0 references
near unit root
0 references
quasi maximum likelihood
0 references
