Order Estimation and Discrimination Between Stationary and Time-Varying (TVAR) Autoregressive Models
From MaRDI portal
Publication:4564648
DOI10.1109/TSP.2007.893966zbMath1391.62162MaRDI QIDQ4564648
Nicholas K. Spencer, Yuri I. Abramovich, Michael D. E. Turley
Publication date: 12 June 2018
Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Non-Markovian processes: estimation (62M09) Non-Markovian processes: hypothesis testing (62M07)
Related Items (3)
Time-varying vector autoregressive models with stochastic volatility ⋮ Semiparametric model building for regression models with time-varying parameters ⋮ Inference of time-varying regression models
This page was built for publication: Order Estimation and Discrimination Between Stationary and Time-Varying (TVAR) Autoregressive Models
