ON ESTIMATING AN ARMA MODEL WITH AN MA UNIT ROOT
研究了高斯自回归移动平均模型中移动平均多项式存在单位根时，最大似然估计量的行为，对检验序列平稳性等假设有用。
This paper investigates the behavior of the maximum likelihood estimator of a Gaussian autoregressive moving average model with a unit root in the moving average polynomial. The results are primarily of interest in testing hypotheses that involve moving average unit roots as, for example, when testing for stationarity of a series.