Semi‐Parametric Estimation for Non‐Gaussian Non‐Minimum Phase <scp>ARMA</scp> Models

DOI10.1111/jtsa.12253zbMath1416.62482OpenAlexW2760712001MaRDI QIDQ4640219

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Publication date: 16 May 2018

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/jtsa.12253

zbMATH Keywords

ARMAsemiparametriclog-concavenon-causal/non-invertible

Mathematics Subject Classification ID

Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (2)

Noncausal vector AR processes with application to economic time series ⋮ Aspects of non‐causal and non‐invertible CARMA processes

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