Inference for regression models with errors from a non-invertible MA(1) process-Reference-Cited by-同舟云学术

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Inference for regression models with errors from a non-invertible MA(1) process

Published:2010-08-31 Issue:1 Volume:30 Page:6-30
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:J. Forecast.

Author:

Chen Mei-Ching,Davis Richard A.,Song Li

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modeling and Simulation

Reference15 articles.

1. Why do noninvertible estimated moving averages occur?;Anderson;Journal of Time Series Analysis,1986

2. Pile-up probabilities for the Laplace likelihood estimator of a non-invertible first order moving average;Breidt;IMS Lecture Notes Monograph Series,2006

3. Introduction to Time Series and Forecasting

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3. Unit roots in moving averages beyond first order;The Annals of Statistics;2011-12-01

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