WHY DO NONINVERTIBLE ESTIMATED MOVING AVERAGES OCCUR?*
- 1 July 1986
- journal article
- Published by Wiley in Journal of Time Series Analysis
- Vol. 7 (4) , 235-254
- https://doi.org/10.1111/j.1467-9892.1986.tb00492.x
Abstract
No abstract availableKeywords
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- Problems with the estimation of moving average processesJournal of Econometrics, 1981
- ON THE STRUCTURE OF THE LIKELIHOOD FUNCTION OF AUTOREGRESSIVE AND MOVING AVERAGE MODELSJournal of Time Series Analysis, 1980
- Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic ProcessesThe Annals of Mathematical Statistics, 1952