Fitting time series models to nonstationary processes

Annals of Statistics

Volumn 25, Issue 1, 1997, Pages 1-37

  Dahlhaus, R ^a  

^a UNIVERSITY OF HEIDELBERG   (Germany)

Author keywords

Evolutionary spectra; Minimum distance estimates; Model selection; Nonstationary processes; Time series

Indexed keywords

EID: 0031518090     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/aos/1034276620     Document Type: Article

References (29)

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