Pages that link to "Item:Q3749987"

The following pages link to WHY DO NONINVERTIBLE ESTIMATED MOVING AVERAGES OCCUR?* (Q3749987):

Displaying 18 items.

• Unit roots in moving averages beyond first order (Q449984) (← links)
• On the criterion function for ARMA estimation (Q689416) (← links)
• Extensions of saddlepoint-based bootstrap inference (Q741159) (← links)
• A note on maximum likelihood estimation in the first-order Gaussian moving average model (Q1209696) (← links)
• Maximum likelihood estimators for ARMA and ARFIMA models: a Monte Carlo study. (Q1304365) (← links)
• A new preliminary estimator for MA(1) models (Q1351838) (← links)
• Gaussian likelihood-based inference for non-invertible MA(1) processes with S\(\alpha \)S noise (Q1805794) (← links)
• Robust estimation in time series (Q1874751) (← links)
• New exact ML estimation and inference for a Gaussian \(MA(1)\) process (Q1934735) (← links)
• Local bandwidth selection via second derivative segmentation (Q1950824) (← links)
• Comparing estimation methods of non-stationary errors-in-variables models (Q2195520) (← links)
• Asymptotic distribution of the conditional-sum-of-squares estimator under moderate deviation from a unit root in MA(1) (Q2407792) (← links)
• Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models (Q2839040) (← links)
• Inference for regression models with errors from a non-invertible MA(1) process (Q3018535) (← links)
• Residual variance estimation in moving average models (Q4269936) (← links)
• Evaluation of quadratic forms and traces for iterative estimation in first-order moving average models (Q4275772) (← links)
• Limiting distribution of the score statistic under moderate deviation from a unit root in MA(1) (Q5397931) (← links)
• Expected number of zeros of random power series with finitely dependent Gaussian coefficients (Q6111881) (← links)