A likelihood ratio type test for invertibility in moving average processes
Year of publication: |
2014
|
---|---|
Authors: | Larsson, Rolf |
Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 76.2014, C, p. 489-501
|
Publisher: |
Elsevier |
Subject: | Moving average process | Invertibility | Likelihood ratio test |
-
Value at Risk forecasting with the ARMA-GARCH family of models in times of increased volatility
Rippel, Milan, (2011)
-
A limit theorem for moving averages in the α-stable domain of attraction
Basrak, Bojan, (2014)
-
Testing linearity of regression models with dependent errors by kernel based methods
Biedermann, Stefanie, (2000)
- More ...
-
A nonlinear panel unit root test under cross section dependence
Cerrato, Mario, (2011)
-
TESTING FOR STATIONARITY WITH A BREAK IN PANELS WHERE THE TIME DIMENSION IS FINITE
Hadri, Kaddour, (2012)
-
Biases of Correlograms and of AR Representations of Stationary Series
Abadir, Karim M., (2012)
- More ...