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• W2156594259 abstract "This paper investigates the behavior of the maximum likelihood estimator of a Gaussian autoregressive moving average model with a unit root in the moving average polynomial. The results are primarily of interest in testing hypotheses that involve moving average unit roots as, for example, when testing for stationarity of a series." @default.
• W2156594259 created "2016-06-24" @default.
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• W2156594259 date "1998-06-01" @default.
• W2156594259 modified "2023-09-28" @default.
• W2156594259 title "ON ESTIMATING AN ARMA MODEL WITH AN MA UNIT ROOT" @default.
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• W2156594259 doi "https://doi.org/10.1017/s0266466698143025" @default.
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