Consistent and asymptotically normal estimators for cyclically time-dependent linear models
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Publication:1881377
zbMath1049.62094MaRDI QIDQ1881377
Abdelouahab Bibi, Christian Francq
Publication date: 5 October 2004
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
consistencyasymptotic normalitynonstationary processesseasonal time seriesquasi-generalized least squares estimatortime varying models
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