Test procedures for detecting overdifferencing or a moving average unit root in Gaussian autoregressive integrated moving average (ARIMA) models are proposed. The tests can be used when an ...

This is a preview. Log in through your library . Abstract An expression for the likelihood function of a stationary vector autoregressive-moving average process is developed. The expression is very ...

A moving average is a popular technical analysis tool used to reflect trends in the stock market and individual equities. Option traders use moving averages to determine which direction an equity’s ...