Exact maximum likelihood estimation of partially nonstationary vector ARMA models
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- Jean-Marie Dufour & Tarek Jouini, 2011. "Asymptotic Distributions for Some Quasi-Efficient Estimators in Echelon VARMA Models," CIRANO Working Papers 2011s-25, CIRANO.
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- Feixing Wang & Yingshuai Wang, 2014. "Quantum prediction GJR model and its applications," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 68(3), pages 209-224, August.
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