Statistical inference for ARMA time series with moving average trend
Author:
Affiliation:
1. Center for Statistical Science & Department of Industrial Engineering, Tsinghua University, Beijing, People's Republic of China
Funder
National Natural Science Foundation of China
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/10485252.2022.2055756
Reference9 articles.
1. Time Series: Theory and Methods
2. Fan, J., and Yao, Q. (2003), Nonlinear Time Series: Nonparametric and Parametric Methods, New York: Springer-Verlag.
3. The Estimation of the Order of an ARMA Process
4. Least squares estimation in the regression model with autoregressive-moving average errors
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