Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients
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- A note on the properties of some nonstationary ARMA processes
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- Asymptotic properties of conditional least-squares estimators for array time series
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- Asymptotic theory for time series with changing mean and variance
- Estimating the asymptotic variance matrix of the QMLE of weak multivariate ARMA models
- Asymptotic influence of mean-correction on estimating a periodic AR(1) model.
- QML estimators in linear regression models with functional coefficient autoregressive processes
- Non-parametric estimation of time varying AR(1)-processes with local stationarity and periodicity
- Asset pricing with flexible beliefs
- Integer-valued time series model order shrinkage and selection via penalized quasi-likelihood approach
- The exact Gaussian likelihood estimation of time-dependent VARMA models
- Structure and estimation of a class of nonstationary yet nonexplosive GARCH models
- General estimation results for \textsc{tdVARMA} array models
- Hypothesis testing in generalized linear models with functional coefficient autoregressive pro\-cesses
- Asymptotic Inefficiency of Mean-Correction on Parameter Estimation for a Periodic First-Order Autoregressive Model
- Asymptotic properties of high-order Yule-Walker estimates of the AR parameters of an ARMA time series
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