Title of article
Estimation of time-varying ARMA models with Markovian changes in regime
Author/Authors
Christian Francq، نويسنده , , Antony Gautier، نويسنده ,
Issue Information
فصلنامه با شماره پیاپی سال 2004
Pages
9
From page
243
To page
251
Keywords
Quasi-generalized least-squares estimator , Non-stationary processes , Markovian changes in regime , Time-varyingARMA models , Asymptotic covariance matrix
Journal title
Statistics and Probability Letters
Serial Year
2004
Journal title
Statistics and Probability Letters
Record number
140410
Link To Document