Semi-parametric estimation for non-Gaussian non-minimum phase ARMA models (Q4640219)
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scientific article; zbMATH DE number 6869244
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| English | Semi-parametric estimation for non-Gaussian non-minimum phase ARMA models |
scientific article; zbMATH DE number 6869244 |
Statements
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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0.8197851777076721
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0.8096901178359985
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