Indirect inference for locally stationary ARMA processes...

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Indirect inference for locally stationary ARMA processes with stable innovations

Chou-Chen, Shu Wei, Morettin, Pedro A.
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Journal:
Journal of Statistical Computation and Simulation
DOI:
10.1080/00949655.2020.1797030
Date:
July, 2020
File:
PDF, 4.27 MB
2020
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