Quasilikelihood Estimation of Noninvertible Moving Average Processes

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
JournalScandinavian Journal of Statistics
DOIs
Publication statusPublished - 2000

Keywords

  • Mathematics
  • Invertible matrix
  • Consistency (knowledge bases)
  • Statistics
  • Gaussian
  • Applied mathematics
  • Strong consistency
  • Econometrics
  • Physics
  • Geometry
  • Quantum mechanics
  • Pure mathematics
  • Estimator

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