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20122023
most citedSkew-symmetric distributions and Fisher information -- a tale of two densities

51 citations · 65 across the 14 of their papers we have counts for

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math.ST2015

Asymptotic properties of QML estimators for VARMA models with time-dependent coefficients: Part I

Abdelkamel Alj, Christophe Ley, Guy Mélard

This paper is about vector autoregressive-moving average (VARMA) models with time-dependent coefficients to represent non-stationary time series. Contrarily to other papers in the…