Thomas J Catalano is a CFP and Registered Investment Adviser with the state of South Carolina, where he launched his own financial advisory firm in 2018. Thomas' experience gives him expertise in a ...
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 ...
The limiting distribution of the least squares estimate of the derived process of a noninvertible and nearly noninvertible moving average model with infinite variance innovations is established as a ...