Estimator’s Properties of Specific Time-Dependent Multivariate Time Series
There is now a vast body of literature on ARMA and VARMA models with time-dependent or time-varying coefficients. A large part of it is based on local stationary processes using time rescaling and assumptions of regularity with respect to time. A recent paper has presented an alternative asymptotic...
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| Format: | Article |
| Language: | English |
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MDPI AG
2025-03-01
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| Series: | Mathematics |
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| Online Access: | https://www.mdpi.com/2227-7390/13/7/1163 |
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