Estimating ARMA models with recurrent regime changes (Q1876898): Difference between revisions

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+https://doi.org/10.1016/j.crma.2004.04.014
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+W2171328655
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+PARAMETER ESTIMATION FOR PERIODIC ARMA MODELS
@@ Property / cites work: PARAMETER ESTIMATION FOR PERIODIC ARMA MODELS / rank @@
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+Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients
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+Large Sample Properties of Parameter Estimates for Periodic ARMA Models
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+Consistent and asymptotically normal estimators for cyclically time-dependent linear models
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+Estimation of time-varying ARMA models with Markovian changes in regime
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