Pages that link to "Item:Q1259392"

The following pages link to Estimation of a non-invertible moving average process: the case of overdifferencing (Q1259392):

Displaying 13 items.

• Extensions of saddlepoint-based bootstrap inference (Q741159) (← links)
• Problems with the estimation of moving average processes (Q1158913) (← links)
• Estimation of a non-invertible moving average process: the case of overdifferencing (Q1259392) (← links)
• The analysis of seasonal economic models (Q1259396) (← links)
• New exact ML estimation and inference for a Gaussian \(MA(1)\) process (Q1934735) (← links)
• Approximating posterior probabilities in a linear model with possibly noninvertible moving average errors (Q2482605) (← links)
• An Examination of the Slutsky Effect in Interpreting Arima Models (Q3314792) (← links)
• RECOGNIZING OVERDIFFERENCED TIME SERIES (Q4299024) (← links)
• SOME SIMPLE TESTS OF THE MOVING-AVERAGE UNIT ROOT HYPOTHESIS (Q4319837) (← links)
• TESTING FOR TREND STATIONARITY VERSUS DIFFERENCE STATIONARITY (Q4328377) (← links)
• ARMA AND ARIMA APPROACHES TO THE UNIT ROOT ANALYSIS OF MACRO ECONOMIC VARIABLES (Q4354737) (← links)
• A differencing test (Q4853094) (← links)
• Testing a Unit Root Based on Aggregate Time Series (Q5457983) (← links)