FREQUENCY DOMAIN MINIMUM DISTANCE INFERENCE FOR POSSIBLY NONINVERTIBLE AND NONCAUSAL ARMA MODELS
Autor: | Velasco, Carlos, Lobato, Ignacio N. |
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Zdroj: | The Annals of Statistics, 2018 Apr 01. 46(2), 555-579. |
Databáze: | JSTOR Journals |
Externí odkaz: |
Autor: | Velasco, Carlos, Lobato, Ignacio N. |
---|---|
Zdroj: | The Annals of Statistics, 2018 Apr 01. 46(2), 555-579. |
Databáze: | JSTOR Journals |
Externí odkaz: |