Maximum likelihood estimation and model selection for locally stationary processes<sup>∗</sup> (Q4345894)
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scientific article; zbMATH DE number 1040306
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| English | Maximum likelihood estimation and model selection for locally stationary processes<sup>∗</sup> |
scientific article; zbMATH DE number 1040306 |
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Maximum likelihood estimation and model selection for locally stationary processes<sup>∗</sup> (English)
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11 January 1998
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Gaussian likelihood
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asymptotic properties
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AIC
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deterministic trends
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0.842960000038147
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0.8326920866966248
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0.8028298616409302
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0.8011901378631592
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0.7976070046424866
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