Consistent and asymptotically normal estimators for cyclically time-dependent linear models
Year of publication: |
2003
|
---|---|
Authors: | Bibi, Abdelouahab ; Francq, Christian |
Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 55.2003, 1, p. 41-68
|
Publisher: |
Springer |
Subject: | Time varying models | nonstationary processes | quasi-generalized least squares estimator | consistency | asymptotic normality |
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