A two-step estimation procedure for locally stationary ARMA processes with tempered stable innovations
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Publication:6155659
DOI10.1214/23-bjps565OpenAlexW4367336532MaRDI QIDQ6155659
Pedro Alberto Morettin, Shu Wei Chou-Chen
Publication date: 5 June 2023
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/23-bjps565
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