ESTIMATION OF THE NON-STATIONARY FACTOR IN ARUMA MODELS (Q4696578)
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scientific article; zbMATH DE number 221005
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ESTIMATION OF THE NON-STATIONARY FACTOR IN ARUMA MODELS |
scientific article; zbMATH DE number 221005 |
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ESTIMATION OF THE NON-STATIONARY FACTOR IN ARUMA MODELS (English)
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29 June 1993
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least squares estimation
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recursive estimation
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white noise
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backward shift operator
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ARUMA process
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nonstationary factor
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eigenvector estimator
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backward least squares estimation
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simulation study
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small sample sizes
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