Asymptotic Properties of Quasi-Maximum Likelihood Estimators for ARMA Models with Time-Dependent Coefficients
| Year of publication: |
2006
|
|---|---|
| Authors: | Azrak, Rajae ; Mélard, Guy |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 9.2006, 3, p. 279-330
|
| Publisher: |
Springer |
| Subject: | Non-stationary process | time series | time-dependent model | Primary 62M15 | secondary 62M05 |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005616044