Pages that link to "Item:Q1984643"
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The following pages link to Estimation of weak ARMA models with regime changes (Q1984643):
Displaying 6 items.
- HAC estimation and strong linearity testing in weak ARMA models (Q860337) (← links)
- Efficient GMM estimation of weak AR processes. (Q1605275) (← links)
- Estimation of time-varying ARMA models with Markovian changes in regime (Q1767737) (← links)
- Estimating ARMA models with recurrent regime changes (Q1876898) (← links)
- Covariance matrix estimation for estimators of mixing weak ARMA models (Q1970859) (← links)
- The consistency of the L<sub>1</sub>norm estimates in arma models (Q4275818) (← links)