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Pile-up probabilities for the Laplace likelihood estimator of a non-invertible first order moving average
noninvertible moving averages Laplace likelihood
2010/4/27
The first-order moving average model or MA(1) is given by Xt =
Zt − 0Zt−1, with independent and identically distributed {Zt}. This is arguably
the simplest time series model that one ca...