Estimation for periodic ARMA models with unspecified noises
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Publication:5866042
DOI10.1080/03610926.2018.1473597OpenAlexW2921142178WikidataQ128220058 ScholiaQ128220058MaRDI QIDQ5866042
Publication date: 10 June 2022
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2018.1473597
Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Cites Work
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- LADE-Based Inference for ARMA Models With Unspecified and Heavy-Tailed Heteroscedastic Noises
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