Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients (Q849863): Difference between revisions
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English | Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients |
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Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients (English)
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14 November 2006
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non-stationary process
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time series
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time-dependent model
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