Maximum Likelihood Estimation for MA(1) Processes with a Root on or near the Unit Circle
| Year of publication: |
1996
|
|---|---|
| Authors: | Davis, Richard A. ; Dunsmuir, William T.M. |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 12.1996, 1, p. 1-29
|