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zbMath0476.90021MaRDI QIDQ3932562

Jean-Luc Kiehm, Guy Mélard

Publication date: 1981

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

algorithm parameter estimation time-dependent coefficients slow variation ARIMA models moving average model exact likelihood function stochastic coefficients back forecasting Box-Jenkins approximate method long macroeconomic time series

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

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Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients ⋮ CONTRIBUTIONS TO EVOLUTIONARY SPECTRAL THEORY

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