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

@@ Property / DOI @@
-.1016/j.crma.2004.04.014
@@ Property / DOI: 10.1016/j.crma.2004.04.014 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.crma.2004.04.014
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@@ Property / OpenAlex ID @@
+W2171328655
@@ Property / OpenAlex ID: W2171328655 / rank @@
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@@ Property / cites work @@
+PARAMETER ESTIMATION FOR PERIODIC ARMA MODELS
@@ Property / cites work: PARAMETER ESTIMATION FOR PERIODIC ARMA MODELS / rank @@
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@@ Property / cites work @@
+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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@@ Property / cites work @@
+Consistent and asymptotically normal estimators for cyclically time-dependent linear models
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@@ Property / cites work @@
+Estimation of time-varying ARMA models with Markovian changes in regime
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@@ Property / DOI @@
+.1016/J.CRMA.2004.04.014
@@ Property / DOI: 10.1016/J.CRMA.2004.04.014 / rank @@
+Normal rank