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Robust inference in nonstationary time series models

✍ Scribed by Zhijie Xiao

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

15. Time series : Modelling of nonstatio

✍ S.N. Prasad 📂 Article 📅 1984 🏛 Elsevier Science 🌐 English ⚖ 160 KB

Assessing Persistence In Discrete Nonsta

✍ B. P. M. McCabe; G. M. Martin; A. R. Tremayne 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 138 KB

Multi–regime models for nonlinear nonsta

✍ Francesco Battaglia; Mattheos K. Protopapas 📂 Article 📅 2011 🏛 Springer 🌐 English ⚖ 538 KB

Efficient inference in multivariate frac

✍ Morten Ørregaard Nielsen 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 220 KB

Time series: Modeling, Computation, and

✍ Bakouch, Hassan S. 📂 Article 📅 2012 🏛 Taylor and Francis Group 🌐 English ⚖ 52 KB

INITIALIZING THE KALMAN FILTER FOR NONST

✍ William Bell; Steven Hillmer 📂 Article 📅 1991 🏛 John Wiley and Sons 🌐 English ⚖ 875 KB