Limiting distribution of the score statistic under moderate deviation from a unit root in MA(1)
| Year of publication: |
2012
|
|---|---|
| Authors: | Yabe, Ryota |
| Published in: |
Journal of Time Series Analysis. - Wiley Blackwell, ISSN 0143-9782. - Vol. 33.2012, 4, p. 533-541
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| Publisher: |
Wiley Blackwell |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010568321