A two-step estimation procedure for locally stationary ARMA processes with tempered stable innovations (Q6155659)
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scientific article; zbMATH DE number 7692854
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A two-step estimation procedure for locally stationary ARMA processes with tempered stable innovations |
scientific article; zbMATH DE number 7692854 |
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A two-step estimation procedure for locally stationary ARMA processes with tempered stable innovations (English)
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5 June 2023
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blocked Whittle estimation
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locally stationary process
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tempered stable distribution
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two-step estimation
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