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Strictly ergodic models for non-invertible transformations

✍ Scribed by A. Rosenthal


Book ID
112887413
Publisher
The Hebrew University Magnes Press
Year
1988
Tongue
English
Weight
655 KB
Volume
64
Category
Article
ISSN
0021-2172

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## Abstract This paper considers maximum likelihood estimation in a regression model when the errors follow a first‐order moving average model which is non‐invertible or nearly non‐invertible. The latter corresponds to a moving average parameter ΞΈ that is equal to or close to 1. The joint limiting