Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients (Q849863)

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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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