Quasi-likelihood estimation of non-invertible moving average process
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Publication:2711684
DOI10.1111/1467-9469.00216zbMATH Open0964.62091OpenAlexW2054082247MaRDI QIDQ2711684FDOQ2711684
Authors: Jian Huang, Y. Pawitan 
Publication date: 25 April 2001
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9469.00216
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- Identifiability and estimation of possibly non-invertible SVARMA models: the normalised canonical WHF parametrisation
- Rank-based estimation for all-pass time series models
- WHY DO NONINVERTIBLE ESTIMATED MOVING AVERAGES OCCUR?*
- Estimation bias and feasible conditional forecasts from the first-order moving average model
- An approximate maximum likelihood estimation for non-Gaussian non-minimum phase moving average processes
- M-estimation for general ARMA processes with infinite variance
- Maximum likelihood estimation for all-pass time series models
- Frequency domain minimum distance inference for possibly noninvertible and noncausal ARMA models
- Least absolute deviation estimation for general autoregressive moving average time-series models
- Testing for a unit root in noncausal autoregressive models
- Effects of weak identification on the MD estimator in dynamic stochastic general equilibrium models
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