Maximum likelihood estimation and model selection for locally stationary processes<sup>∗</sup> (Q4345894)
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scientific article; zbMATH DE number 1040306
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood estimation and model selection for locally stationary processes<sup>∗</sup> |
scientific article; zbMATH DE number 1040306 |
Statements
Maximum likelihood estimation and model selection for locally stationary processes<sup>∗</sup> (English)
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11 January 1998
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Gaussian likelihood
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asymptotic properties
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AIC
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deterministic trends
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