Gaussian likelihood-based inference for non-invertible MA(1) processes with S\(\alpha \)S noise

From MaRDI portal
Publication:1805794

DOI10.1016/S0304-4149(98)00039-8zbMath0926.62078OpenAlexW2140856578MaRDI QIDQ1805794

Richard A. Davis, Thomas Mikosch

Publication date: 18 November 1999

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0304-4149(98)00039-8




Related Items (3)




Cites Work




This page was built for publication: Gaussian likelihood-based inference for non-invertible MA(1) processes with S\(\alpha \)S noise