Estimation of semivarying coefficient time series models with ARMA errors

DOI10.1214/15-AOS1430zbMath1346.60020MaRDI QIDQ309731

Huang Lei, Yingcun Xia, Xu Qin

Publication date: 7 September 2016

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aos/1467894710

zbMATH Keywords

asymptotic normalitytime seriesARMA processB-splinecorrelated errorsspectral density functionsemi-varying coefficient modelWhittle likelihood estimation

Mathematics Subject Classification ID

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