Open AccessStatistical Inference for Heavy-tailed and Partially Nonstationary Vector ARMA Models
Author(s) -
Fusheng Guo,
Shiqing Ling
Publication title -
statistica sinica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.24
H-Index - 77
eISSN - 1996-8507
pISSN - 1017-0405
DOI - 10.5705/ss.202022.0121
Subject(s) - inference , statistical inference , econometrics , statistics , computer science , mathematics , artificial intelligence