Indirect inference for locally stationary ARMA processes with stable innovations
2020 ◽
Vol 90
(17)
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pp. 3106-3134
1995 ◽
Vol 41
(6)
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pp. 1834-1844
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1998 ◽
Vol 99
(3)
◽
pp. 265-272
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1985 ◽
Vol 11
(9)
◽
pp. 943-947
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1984 ◽
Vol 30
(2)
◽
pp. 377-380
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Keyword(s):
1988 ◽
Vol 20
(4)
◽
pp. 822-835
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Biases of the restricted maximum likelihood estimators for ARMA processes with polynomial time trend
2003 ◽
Vol 116
(1)
◽
pp. 163-176
◽
1987 ◽
Vol 21
(1)
◽
pp. 1-28
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