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Oracally efficient estimation and consistent model selection for auto-regressive moving average time series with trend
Article (Web of Science)
International Collaboration
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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
Research
author keyword
Auto-regressive moving average
B-splines
Bayesian information criterion
Maximum likelihood estimator
Mixing
Oracle efficiency
category
STATISTICS & PROBABILITY
Category
Additional Document Info
start page
507
end page
524
volume
79
issue
2