Single step estimation of ARMA roots for nonfundamental nonstationary fractional models
Ignacio N. Lobato and Carlos Velasco
| Year of publication: |
2022
|
|---|---|
| Authors: | Lobato, Ignacio N. ; Velasco, Carlos |
| Subject: | Noncausality | noninvertibility | detrending | tapering | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | ARMA-Modell | ARMA model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/ectj/utac001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013253844