Publication:4884610
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zbMath0847.62075MaRDI QIDQ4884610
William T. M. Dunsmuir, Richard A. Davis, Meiching Chen
Publication date: 8 October 1996
maximum likelihood estimation; unit circle; moving average; generalized likelihood ratio test; power comparisons; unit root hypothesis; MA(1) processes; largest local maximizer
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62E20: Asymptotic distribution theory in statistics
62F03: Parametric hypothesis testing
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