Titre:
  • Autoregressive Models with Time-dependent Coefficients. A comparison between Several Approaches
Auteur:Azrak, Rajae; Melard, Guy
Statut de publication:Publié, 2017-12
series:ECARES Working Papers, ECARES 2017-48
Sujet CREF:Economie générale
Volumes/pages:23 p.
Mots-clés:Nonstationary process
time series
time dependent model
time varying model
locally statiionary processes
Langue:Anglais
Identificateurs:RePEc:eca:wpaper:2013/262612