Edgeworth and Moment Approximations: The Case of MM and QML Estimators for the MA(1) Models

Author: Demos Antonis   Kyriakopoulou Dimitra  

Publisher: Taylor & Francis Ltd

ISSN: 0361-0926

Source: Communications in Statistics: Theory and Methods, Vol.42, Iss.10, 2013-05, pp. : 1713-1747

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Abstract