Distribution of the ML estimator of a MA (1) and a local level model
Although considerable attention has recently been paid to the behavior of the maximum likelihood estimator of simple moving average models, little progress has been made in finding a good approximation to its distribution in cases where the process is close to being noninvertible. In this paper a me...
| Κύριος συγγραφέας: | |
|---|---|
| Μορφή: | Journal article |
| Γλώσσα: | English |
| Έκδοση: |
Cambridge University Press
1993
|
| Θέματα: |
Search Result 1
