DSpace at EWHA: Consistency of the maximum likelihood estimators for nonstationary ARMA regressions with time trends

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DC Field	Value	Language
dc.contributor.author	신동완	*
dc.date.accessioned	2016-08-28T11:08:25Z	-
dc.date.available	2016-08-28T11:08:25Z	-
dc.date.issued	2000	*
dc.identifier.issn	0378-3758	*
dc.identifier.other	OAK-422	*
dc.identifier.uri	https://dspace.ewha.ac.kr/handle/2015.oak/218632	-
dc.description.abstract	For autoregressive moving averages with time trends and autoregressive unit roots, the consistency of the maximum likelihood estimators is established. General uniform approximations are established for the quadratic forms which appear in the Gaussian likelihood.	*
dc.language	English	*
dc.title	Consistency of the maximum likelihood estimators for nonstationary ARMA regressions with time trends	*
dc.type	Article	*
dc.relation.issue	1	*
dc.relation.volume	87	*
dc.relation.index	SCIE	*
dc.relation.index	SCOPUS	*
dc.relation.startpage	55	*
dc.relation.lastpage	68	*
dc.relation.journaltitle	Journal of Statistical Planning and Inference	*
dc.identifier.wosid	WOS:000086867500005	*
dc.identifier.scopusid	2-s2.0-0013020312	*
dc.author.google	Shin D.W.	*
dc.author.google	Lee J.H.	*
dc.contributor.scopusid	신동완(7403352539)	*
dc.date.modifydate	20240116115756	*