Oracally Efficient Estimation and Consistent Model Selection for Auto-Regressive Moving Average Time Series with Trend
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Publication:5381089
DOI10.1111/rssb.12170zbMath1414.62380OpenAlexW2392622056MaRDI QIDQ5381089
Publication date: 7 June 2019
Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/rssb.12170
mixingBayesian information criterion\(B\)-splinesmaximum likelihood estimatororacle efficiencyauto-regressive moving average
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric estimation (62G05) Point estimation (62F10)
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