A unified theory for ARMA models with varying coefficients : one solution fits all
M. Karanasos, A.G. Paraskevopoulos, T. Magdalinos and A. Canepa
| Year of publication: |
[2024]
|
|---|---|
| Authors: | Karanasos, Menelaos ; Paraskevopoulos, Athanasios ; Magdalinos, Tassos ; Canepa, Alessandra |
| Publisher: |
Torino (Italy) : Università degli studi di Torino, Department of Economics and Statistics "Cognetti de Martiis" |
| Subject: | ARMA process | Asymptotic stability | Green function | Hessenbergians | Nonstationary | Structural breaks | Time-varying persistence | Variable coefficients | Wold decomposition | ARMA-Modell | ARMA model | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Strukturbruch | Structural break |
| Extent: | 1 Online-Ressource (circa 58 Seiten) Illustrationen |
|---|---|
| Series: | Working paper series. - [Torino] : [Dipartimento economia e statistica "Cognetti de Martiis"], ISSN 2039-4004, ZDB-ID 3011889-X. - Vol. 24, 13 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015046279