An approximate maximum likelihood estimation for non-Gaussian non-minimum phase moving average processes
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Cited in
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- A METHOD FOR ESTIMATING PARAMETER IN NONNEGATIVE MA(1) MODELS
- WHY DO NONINVERTIBLE ESTIMATED MOVING AVERAGES OCCUR?*
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- Asymptotically optimal estimation of MA and ARMA parameters of non-Gaussian processes from high-order moments
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- Maximum Likelihood Estimation of the Non-Parametric FRF for Pulse-Like Excitations
- Frequency domain minimum distance inference for possibly noninvertible and noncausal ARMA models
- Maximum likelihood estimation for non-minimum-phase noise transfer function with Gaussian mixture noise distribution
- scientific article; zbMATH DE number 3932250 (Why is no real title available?)
- Asymptotic behavior of the cross-dependence measures for bidimensional AR(1) model with \(\alpha \)-stable noise
- Identification and Estimation of Structural VARMA Models Using Higher Order Dynamics
- A nonstationary and non-Gaussian moving average model for solar irradiance
- Least absolute deviation estimation for general autoregressive moving average time-series models
- Ma system identification using higher order cumulants application to modelling solar radiation
- Approximation of nonnegative systems by moving averages of fixed order
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- Gaussian likelihood-based inference for non-invertible MA(1) processes with S\(\alpha \)S noise
- scientific article; zbMATH DE number 854948 (Why is no real title available?)
- Quasi-likelihood estimation of non-invertible moving average process
- Semi-parametric estimation for non-Gaussian non-minimum phase ARMA models
- Spatio-temporal dependence measures for bivariate AR(1) models with \(\alpha \)-stable noise
- Maximum likelihood estimation for noncausal autoregressive processes
- A note on maximum likelihood estimation in the first-order Gaussian moving average model
- Optimal nonnegative definite approximations of estimated moving average covariance sequences
- Generalized Gaussian quasi-maximum likelihood estimation for most common time series
- Effects of weak identification on the MD estimator in dynamic stochastic general equilibrium models
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