Journal article 987 views
New Exact ML Estimation and Inference for a Gaussian MA(1) process
Dimitrios Vougas
Economics Letters, Volume: 99, Issue: 1, Pages: 172 - 176
Swansea University Author: Dimitrios Vougas
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DOI (Published version): 10.1016/j.econlet.2007.06.021
Abstract
New Exact ML Estimation and Inference for a Gaussian MA(1) process
| Published in: | Economics Letters |
|---|---|
| Published: |
Elsevier
2008
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| Online Access: |
http://www.sciencedirect.com/science/article/pii/S0165176507002479 |
| URI: | https://cronfa.swan.ac.uk/Record/cronfa5187 |
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| College: |
Faculty of Humanities and Social Sciences |
|---|---|
| Issue: |
1 |
| Start Page: |
172 |
| End Page: |
176 |