Estimation of weak ARMA models with regime changes

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Statistical Inference for Stochastic Processes 2019 / 7

Estimation of weak ARMA models with regime changes

Boubacar Maïnassara, Yacouba, Rabehasaina, Landy
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Language:
english
Journal:
Statistical Inference for Stochastic Processes
DOI:
10.1007/s11203-019-09202-3
Date:
July, 2019
File:
PDF, 963 KB
english, 2019
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