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- W175190706 abstract "Abstract We consider the conditional-sum-of-squares estimator (CSSE) for the moderate deviation moving average (MA(1)) process, which has a parameter belonging to a neighborhood of unity with a shrinking radius larger than O ( T − 1 ) of the near unit root. In this process, we prove consistency and asymptotic normality of the CSSE." @default.
- W175190706 created "2016-06-24" @default.
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- W175190706 date "2017-06-01" @default.
- W175190706 modified "2023-09-27" @default.
- W175190706 title "Asymptotic distribution of the conditional-sum-of-squares estimator under moderate deviation from a unit root in MA(1)" @default.
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- W175190706 doi "https://doi.org/10.1016/j.spl.2017.02.017" @default.
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