Asymptotic properties of quasi-maximum likelihood estimators for ARMA models with time-dependent coefficients

Statistical Inference for Stochastic Processes

Volumn 9, Issue 3, 2006, Pages 279-330

  Azrak, Rajae ^a   Mélard, Guy ^b  

^a Universite Mohammed v de Rabat   (Morocco)

^b UNIVERSITÉ LIBRE DE BRUXELLES   (Belgium)

Author keywords

Non stationary process; Time series; Time dependent model

Indexed keywords

EID: 33745893840     PISSN: 13870874     EISSN: 15729311     Source Type: Journal    
DOI: 10.1007/s11203-005-1055-6     Document Type: Article

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