Asymptotic distribution of the conditional-sum-of-squares estimator under moderate deviation from a unit root in MA(1) (Q2407792)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic distribution of the conditional-sum-of-squares estimator under moderate deviation from a unit root in MA(1) |
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Asymptotic distribution of the conditional-sum-of-squares estimator under moderate deviation from a unit root in MA(1) (English)
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6 October 2017
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moving average
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unit root
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moderate deviations
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