Semi‐Parametric Estimation for Non‐Gaussian Non‐Minimum Phase <scp>ARMA</scp> Models (Q4640219)

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scientific article; zbMATH DE number 6869244
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Semi‐Parametric Estimation for Non‐Gaussian Non‐Minimum Phase <scp>ARMA</scp> Models
scientific article; zbMATH DE number 6869244

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    Semi‐Parametric Estimation for Non‐Gaussian Non‐Minimum Phase <scp>ARMA</scp> Models (English)
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    16 May 2018
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    semiparametric
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    ARMA
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    non-causal/non-invertible
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    log-concave
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