Details about Antony GAUTIER
Access statistics for papers by Antony GAUTIER.
Last updated 2009-08-28. Update your information in the RePEc Author Service.
Short-id: pga334
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Journal Articles
Journal Articles
2004
- Estimation of time-varying ARMA models with Markovian changes in regime
Statistics & Probability Letters, 2004, 70, (4), 243-251
View citations (14)
- Large sample properties of parameter least squares estimates for time‐varying arma models
Journal of Time Series Analysis, 2004, 25, (5), 765-783
View citations (12)