Indirect inference for locally stationary ARMA processes with stable innovations (2020)
- Authors:
- USP affiliated authors: MORETTIN, PEDRO ALBERTO - IME ; CHEN, SHU WEI CHOU - IME
- Unidade: IME
- DOI: 10.1080/00949655.2020.1797030
- Subjects: ANÁLISE DE SÉRIES TEMPORAIS; INFERÊNCIA PARAMÉTRICA
- Keywords: Locally stationary process; stable distribution; indirect inference
- Agências de fomento:
- Language: Inglês
- Imprenta:
- Source:
- Título do periódico: Journal of Statistical Computation and Simulation
- ISSN: 0094-9655
- Volume/Número/Paginação/Ano: v. 90, n. 17, p. 3106-3134, 2020
- Este periódico é de assinatura
- Este artigo é de acesso aberto
- URL de acesso aberto
- Cor do Acesso Aberto: green
-
ABNT
CHOU-CHEN, Shu Wei e MORETTIN, Pedro Alberto. Indirect inference for locally stationary ARMA processes with stable innovations. Journal of Statistical Computation and Simulation, v. 90, n. 17, p. 3106-3134, 2020Tradução . . Disponível em: https://doi.org/10.1080/00949655.2020.1797030. Acesso em: 27 abr. 2024. -
APA
Chou-Chen, S. W., & Morettin, P. A. (2020). Indirect inference for locally stationary ARMA processes with stable innovations. Journal of Statistical Computation and Simulation, 90( 17), 3106-3134. doi:10.1080/00949655.2020.1797030 -
NLM
Chou-Chen SW, Morettin PA. Indirect inference for locally stationary ARMA processes with stable innovations [Internet]. Journal of Statistical Computation and Simulation. 2020 ; 90( 17): 3106-3134.[citado 2024 abr. 27 ] Available from: https://doi.org/10.1080/00949655.2020.1797030 -
Vancouver
Chou-Chen SW, Morettin PA. Indirect inference for locally stationary ARMA processes with stable innovations [Internet]. Journal of Statistical Computation and Simulation. 2020 ; 90( 17): 3106-3134.[citado 2024 abr. 27 ] Available from: https://doi.org/10.1080/00949655.2020.1797030 - A two-step estimation procedure for locally stationary ARMA processes with tempered stable innovations
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- Walsh spectral analysis
- Forecasting linear combinations of time series
- Transformed symmetric generalized autoregressive moving average models
Informações sobre o DOI: 10.1080/00949655.2020.1797030 (Fonte: oaDOI API)
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