具有趋势和异方差ARMA误差的非平稳时间序列的Oracle有效估计与趋势推断

Oracle-efficient estimation and trend inference in non-stationary time series with trend and heteroscedastic ARMA error

Computational Statistics and Data Analysis · 2024
被引 3
ABS 3
时间序列分析计量经济学非平稳过程异方差性统计推断