Open AccessEstimation of semivarying coefficient time series models with ARMA errors
Author(s) -
Lei Huang,
Yingcun Xia,
Xu Qin
Publication year - 2016
Publication title -
annals of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 5.877
H-Index - 178
eISSN - 2168-8966
pISSN - 0090-5364
DOI - 10.1214/15-aos1430
Subject(s) - mathematics , autoregressive model , estimator , autoregressive–moving average model , autocorrelation , series (stratigraphy) , statistics , asymptotic distribution , moving average model , parametric statistics , time series , parametric model , model selection , autoregressive integrated moving average , econometrics , paleontology , biology