scientific article; zbMATH DE number 897212
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Publication:4884610
zbMath0847.62075MaRDI QIDQ4884610
William T. M. Dunsmuir, Richard A. Davis, Meiching Chen
Publication date: 8 October 1996
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
maximum likelihood estimationunit circlemoving averagegeneralized likelihood ratio testpower comparisonsunit root hypothesisMA(1) processeslargest local maximizer
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03)
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A likelihood ratio type test for invertibility in moving average processes ⋮ Unit roots in moving averages beyond first order ⋮ Inference for regression models with errors from a non-invertible MA(1) process ⋮ Extensions of saddlepoint-based bootstrap inference ⋮ Gaussian likelihood-based inference for non-invertible MA(1) processes with S\(\alpha \)S noise ⋮ Functional convergence of stochastic integrals with application to statistical inference
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