4 problems

Consider generic sample values for an MA(2) likelihood problem, and distinguish its implicit formulation from its parametric formulation. The implicit formulation has an implicit M…

Let $n$ be the sample size, and let $(a_0,a_1)$ denote the MA(1) parameters. Restrict attention to solutions satisfying $\operatorname{Re}(a_0)>0$. Restricted MA(1) ML-degree conje…

Let $u_n(\bm{s})$ be the integral approximation of the moving average process, and let $\eta_n(h)$ denote the residual tail dependence coefficient of…

Let $Y$ be a continuous-time moving average process defined as in, and let $g^\Delta$ denote the approximation defined in. For CARMA processes, $g^\Delta$ converges pointwise to th…