Work

The Asymptotic Variance of the ML Estimator of MA(1) Coefficient

Year: 1993

Type: article

Source: Econometric Theory

DOI: 10.1017/s0266466600007933

Authors: Young-Ho Chang, Eric Iksoon Im

Language: English

Topic: Statistical and numerical algorithms

Subfield: Applied Mathematics

Field: Mathematics

Domain: Physical Sciences

Open Access status: closed

OpenAlex ID: W2052832932

FWCI:

Cites: 2

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Related to: 10