A likelihood ratio type test for invertibility in moving average processes
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DOI: 10.1016/j.csda.2014.02.025
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- McElroy, Tucker S. & Jach, Agnieszka, 2023. "Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density," Computational Statistics & Data Analysis, Elsevier, vol. 177(C).
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Keywords
Moving average process; Invertibility; Likelihood ratio test;All these keywords.
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