Inference for regression models with errors from a non-invertible MA(1) process (Q3018535): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1002/for.1198 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2171551650 / rank | |||
Normal rank |
Revision as of 01:00, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Inference for regression models with errors from a non-invertible MA(1) process |
scientific article |
Statements
Inference for regression models with errors from a non-invertible MA(1) process (English)
0 references
27 July 2011
0 references
regression model with moving average errors
0 references
unit roots
0 references
non-invertible moving averages
0 references
maximum likelihood estimator
0 references