Maximum likelihood estimation and model selection for locally stationary processes∗-Reference-Cited by-同舟云学术

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Maximum likelihood estimation and model selection for locally stationary processes∗

Published:1996-01 Issue:2-3 Volume:6 Page:171-191
ISSN:1048-5252
Container-title:Journal of Nonparametric Statistics
language:en
Short-container-title:Journal of Nonparametric Statistics

Author:

Dahlhaus R.

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/10485259608832670

Reference15 articles.

1. A new look at the statistical model identification

2. Time Series: Theory and Methods

3. Dahlhaus R. Fitting time series models to nonstationary process Beiträge zur Statistik 4, Universität Heidelberg 1993

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