Limiting distribution of the score statistic under moderate deviation from a unit root in MA(1) (Q5397931)
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scientific article; zbMATH DE number 6261435
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Limiting distribution of the score statistic under moderate deviation from a unit root in MA(1) |
scientific article; zbMATH DE number 6261435 |
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Limiting distribution of the score statistic under moderate deviation from a unit root in MA(1) (English)
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25 February 2014
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MA(1)
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unit root
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local-to-unity
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moderate deviation
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