Consistent and asymptotically normal estimators for cyclically time-dependent linear models

Annals of the Institute of Statistical Mathematics

Volumn 55, Issue 1, 2003, Pages 41-68

  Bibi, Abdelouahab ^a   Francq, Christian ^b  

^a Universite Mentouri Constantine   (Algeria)

^b UNIVERSITÉ DU LITTORAL CÔTE D OPALE   (France)

Author keywords

Asymptotic normality; Consistency; Nonstationary processes; Quasi generalized least squares estimator; Time varying models

Indexed keywords

ASYMPTOTIC STABILITY; LEAST SQUARES APPROXIMATIONS; PARAMETER ESTIMATION;

LINEAR MODELS;

TIME SERIES ANALYSIS;

EID: 12444297522     PISSN: 00203157     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1024674428698     Document Type: Article

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