Estimation of semivarying coefficient time series models with ARMA errors (Q309731)
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scientific article; zbMATH DE number 6624589
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| English | Estimation of semivarying coefficient time series models with ARMA errors |
scientific article; zbMATH DE number 6624589 |
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Estimation of semivarying coefficient time series models with ARMA errors (English)
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7 September 2016
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ARMA process
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time series
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Whittle likelihood estimation
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asymptotic normality
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semi-varying coefficient model
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spectral density function
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B-spline
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correlated errors
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0.7813345193862915
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0.7811044454574585
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0.7618441581726074
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0.7600575089454651
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0.7560770511627197
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