The exact quasi-likelihood of time-dependent ARMA models

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Publication:1299531

DOI10.1016/S0378-3758(97)00134-1zbMath0937.62087OpenAlexW1994831250MaRDI QIDQ1299531

Guy Mélard, Rajae Azrak

Publication date: 14 June 2000

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(97)00134-1




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