Distribution of the ML Estimator of an MA(1) and a Local Level Model
| Year of publication: |
1993
|
|---|---|
| Authors: | Shephard, Neil |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 9.1993, 3, p. 377-401
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