Second-order properties of locally stationary processes

Journal of Time Series Analysis

Volumn 30, Issue 1, 2009, Pages 145-166

  Tamaki, Kenichiro ^a  

^a WASEDA UNIVERSITY   (Japan)

Author keywords

Gaussian locally stationary process; Maximum likelihood estimator; Second order asymptotic efficiency

Indexed keywords

EID: 58149141903     PISSN: 01439782     EISSN: 14679892     Source Type: Journal    
DOI: 10.1111/j.1467-9892.2008.00605.x     Document Type: Article

References (9)

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