The exact quasi-likelihood of time-dependent ARMA models
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- scientific article; zbMATH DE number 223551
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Cited in
(9)- Calculating the autocovariances and the likelihood for periodic V ARMA models
- Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients
- Estimation of weak ARMA models with regime changes
- Quasi-likelihood inference for self-exciting threshold integer-valued autoregressive processes
- scientific article; zbMATH DE number 2148022 (Why is no real title available?)
- Exact distribution and moments for the RLS estimate in a time-varying AR(1) process
- Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach
- An approximate likelihood function for panel data with a mixed ARMA(p, q) remainder disturbance model
- The exact Gaussian likelihood estimation of time-dependent VARMA models
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