Oracally efficient estimation and consistent model selection for auto-regressive moving average time series with trend
Shao, Qin, Yang, LijianLangue:
english
Journal:
Journal of the Royal Statistical Society: Series B (Statistical Methodology)
DOI:
10.1111/rssb.12170
Date:
May, 2016
Fichier:
PDF, 558 KB
english, 2016