Oracally efficient estimation and consistent model selection for auto-regressive moving average time series with trend

Article (Web of Science)

• cited authors: Shao, Qin; Yang, Lijian
• authors: Shao, Qin
• publication date: March 1, 2017
• webpage: Web of Science
• published in: JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY Journal

author keyword

• Auto-regressive moving average
• B-splines
• Bayesian information criterion
• Maximum likelihood estimator
• Mixing
• Oracle efficiency

• category: STATISTICS & PROBABILITY Category
• start page: 507
• end page: 524
• volume: 79
• issue: 2