Gaussian likelihood-based inference for non-invertible MA(1) processes with SαS noise

✍ Scribed by Richard A. Davis; Thomas Mikosch

• Book ID: 108433003
• Publisher: Elsevier Science
• Year: 1998
• Tongue: English
• Weight: 208 KB
• Volume: 77
• Category: Article
• ISSN: 0304-4149
• DOI: 10.1016/s0304-4149(98)00039-8