A NOTE ON THE MAXIMUM LIKELIHOOD ESTIMATION OF REGRESSION MODELS WITH FIRST ORDER MOVING AVERAGE ERRORS WITH ROOTS ON THE UNIT CIRCLE

Publisher Website

1 September 1983

journal article
Published by Wiley in Australian Journal of Statistics

Vol. 25 (3) , 442-448
https://doi.org/10.1111/j.1467-842x.1983.tb01215.x

Abstract

No abstract available

Keywords

This publication has 4 references indexed in Scilit:

Maximum Likelihood Estimation of Regression Models with First Order Moving Average Errors when the Root Lies on the Unit Circle
Econometrica, 1983
Exact Maximum Likelihood Estimation of a Regression Equation with a First-Order Moving-Average Error
The Review of Economic Studies, 1973
Computing the distribution of quadratic forms in normal variables
Biometrika, 1961
Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
The Annals of Mathematical Statistics, 1952