Distribution of the ML Estimator of an MA(1) and a local level model
针对接近不可逆的简单移动平均模型，提出一种能精确近似最大似然估计量分布函数的方法，并研究了局部水平模型中信噪比估计量的分布问题。
Although considerable attention has recently been paid to the behavior of the maximum likelihood estimator of simple moving average models, little progress has been made in finding a good approximation to its distribution in cases where the process is close to being noninvertible. In this paper a method is produced that gives an excellent approximation to the distribution function, even in the case where the process is strictly noninvertible. Also studied is the related problem of the distribution of the maximum likelihood estimator of the signalto-noise ratio in the local level model.