A likelihood approximation for locally stationary processes
type: Item
instance of: scholarly article
title: A likelihood approximation for locally stationary processes
zbMATH Open document ID: 1010.62078
published in: The Annals of Statistics
publication date: 2002-11-14T00:00:00Z
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 1829005
author: R. Dahlhaus
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1214/aos/1015957480
OpenAlex ID: W4241026100
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DOI: 10.1214/AOS/1015957480
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description: scientific article; zbMATH DE number 1829005