Optimization of the Generalized Covariance Estimator in Noncausal Processes

Author:

Cubadda Gianluca,Giancaterini Francesco,Hecq Alain,Jasiak Joann

Publisher

Elsevier BV

Reference43 articles.

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2. Mixed causal-noncausal autoregressions: Bimodality issues in estimation and unit root testing 1;Frederique Bec;Oxford Bulletin of Economics and Statistics,2020

3. Maximum likelihood estimation for noncausal autoregressive processes;F Breidt;Journal of Multivariate Analysis,1991

4. The convergence of a class of double-rank minimization algorithms 1. general considerations;Charles Broyden;IMA Journal of Applied Mathematics,1970

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