Time-varying parameter auto-regressive models for autocovariance nonstationary time series (Q1042928)
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scientific article; zbMATH DE number 5643422
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time-varying parameter auto-regressive models for autocovariance nonstationary time series |
scientific article; zbMATH DE number 5643422 |
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Time-varying parameter auto-regressive models for autocovariance nonstationary time series (English)
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7 December 2009
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autocovariance nonstationary time series
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time-varying parameter
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time-varying order
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auto-regressive model
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minimum AIC estimation
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