collaborators

1 paper

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…