Inference for regression models with errors from a non-invertible MA(1) process (Q3018535)
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scientific article; zbMATH DE number 5932435
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| English | Inference for regression models with errors from a non-invertible MA(1) process |
scientific article; zbMATH DE number 5932435 |
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Inference for regression models with errors from a non-invertible MA(1) process (English)
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27 July 2011
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regression model with moving average errors
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unit roots
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non-invertible moving averages
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maximum likelihood estimator
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0.8396806120872498
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0.8355112075805664
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0.8305509686470032
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0.8119206428527832
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