Maximum likelihood estimation and model selection for locally stationary processes

Journal of Nonparametric Statistics

Volumn 6, Issue 2-3, 1996, Pages 171-

  Dahlhaus, R ^a  

^a UNIVERSITY OF HEIDELBERG   (Germany)

Author keywords

AIC; Asymptotic properties; Deterministic trends; Gaussian likelihood

Indexed keywords

EID: 0011460348     PISSN: 10485252     EISSN: None     Source Type: Journal    
DOI: 10.1080/10485259608832670     Document Type: Article

References (0)