Minimum distance estimation of locally stationary moving average processes (Q2337317)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Minimum distance estimation of locally stationary moving average processes |
scientific article |
Statements
Minimum distance estimation of locally stationary moving average processes (English)
0 references
19 November 2019
0 references
local stationarity
0 references
non-stationarity
0 references
minimum distance estimation
0 references
time-varying models
0 references
0 references
0 references