Estimation of semivarying coefficient time series models with ARMA errors (Q309731)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of semivarying coefficient time series models with ARMA errors |
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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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