Single step estimation of ARMA roots for nonfundamental nonstationary fractional models

DOI10.1093/ECTJ/UTAC001OpenAlexW4205106586MaRDI QIDQ5053115

Carlos Velasco, Ignacio N. Lobato

Publication date: 6 December 2022

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/ectj/utac001

zbMATH Keywords

taperingnoninvertibilitynoncausalitydetrending

Mathematics Subject Classification ID

Statistics (62-XX)

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