On a partly linear autoregressive model with moving average errors
In this paper, we generalise the partly linear autoregression model considered in the literature by including moving average errors when we want to allow a large dependence to the past observations. The strong ergodicity of the process is derived. A consistent procedure to estimate the parametric an...
Guardado en:
Autores principales: | Bianco, A., Boente, G. |
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Formato: | JOUR |
Materias: | |
Acceso en línea: | http://hdl.handle.net/20.500.12110/paper_10485252_v22_n6_p797_Bianco |
Aporte de: |
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