Inference for regression models with errors from a non-invertible MA(1) process
From MaRDI portal
Publication:3018535
DOI10.1002/for.1198zbMath1217.91141OpenAlexW2171551650MaRDI QIDQ3018535
Li Song, Meiching Chen, Richard A. Davis
Publication date: 27 July 2011
Published in: Journal of Forecasting (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/for.1198
maximum likelihood estimatorunit rootsnon-invertible moving averagesregression model with moving average errors
Related Items (2)
Unit roots in moving averages beyond first order ⋮ Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A NOTE ON THE MAXIMUM LIKELIHOOD ESTIMATION OF REGRESSION MODELS WITH FIRST ORDER MOVING AVERAGE ERRORS WITH ROOTS ON THE UNIT CIRCLE
- Maximum Likelihood Estimation of Regression Models with First Order Moving Average Errors when the Root Lies on the Unit Circle
- WHY DO NONINVERTIBLE ESTIMATED MOVING AVERAGES OCCUR?*
- Maximum Likelihood Estimation of Regression Models With Stochastic Trend Components
This page was built for publication: Inference for regression models with errors from a non-invertible MA(1) process