A class of time-varying vector moving average (∞) models

Yayi Yan, Jiti Gao and Bin Peng

Year of publication:	October 2020
Authors:	Yan, Yayi ; Gao, Jiti ; Peng, Bin
Publisher:	[Victoria, Australia] : Monash University, Department of Econometrics and Business Statistics
Subject:	Multivariate Time Series Model \| Nonparametric Kernel Estimation \| Trending Stationarity \| Zeitreihenanalyse \| Time series analysis \| Schätztheorie \| Estimation theory \| Nichtparametrisches Verfahren \| Nonparametric statistics \| Schätzung \| Estimation

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