Asymptotic distribution of the conditional-sum-of-squares estimator under moderate deviation from a unit root in MA(1) (Q2407792)
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scientific article; zbMATH DE number 6787296
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| English | Asymptotic distribution of the conditional-sum-of-squares estimator under moderate deviation from a unit root in MA(1) |
scientific article; zbMATH DE number 6787296 |
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Asymptotic distribution of the conditional-sum-of-squares estimator under moderate deviation from a unit root in MA(1) (English)
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6 October 2017
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moving average
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unit root
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moderate deviations
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0.7924401164054871
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0.7906621694564819
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0.7778974175453186
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0.768814206123352
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0.7686130404472351
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