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Volumn , Issue , 2005, Pages 2442-2445

On the estimation of non-stationary Functional Series TARMA models

Author keywords

[No Author keywords available]

Indexed keywords

ESTIMATION METHODS; HETEROSCEDASTICITY; MONTE CARLO EXPERIMENTS; MULTI-STAGE; NON-LINEAR LEAST SQUARES; NONSTATIONARY; TIME-DEPENDENT; TYPE METHODS;

EID: 84863670507     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (12)

References (6)
  • 3
    • 0019006979 scopus 로고
    • The order determination problem for linear time-varying AR models
    • F. Kozin, and F. Nakajima, "The order determination problem for linear time-varying AR models," IEEE Trans. Automatic Control, vol. 25, pp. 250-257, 1980.
    • (1980) IEEE Trans. Automatic Control , vol.25 , pp. 250-257
    • Kozin, F.1    Nakajima, F.2
  • 4
    • 0031518090 scopus 로고    scopus 로고
    • Fitting time series models to nonstationary processes
    • R. Dahlhaus, "Fitting time series models to nonstationary processes," The Annals of Statistics, vol. 25, pp. 1-37, 1997.
    • (1997) The Annals of Statistics , vol.25 , pp. 1-37
    • Dahlhaus, R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.