Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients (Q849863)
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scientific article; zbMATH DE number 5071819
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| English | Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients |
scientific article; zbMATH DE number 5071819 |
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Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients (English)
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14 November 2006
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non-stationary process
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time series
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time-dependent model
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0.8185107111930847
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0.8182134628295898
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0.8057453036308289
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0.7944525480270386
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