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Asymptotic Properties of Quasi-Maximum Likelihood Estimators for ARMA Models with Time-Dependent Coefficients

Quasi-maximum Likelihood EstimatorsParameter IdentificationEngineeringParameter EstimationEstimation StatisticAsymptotic PropertiesBusinessEconometricsArma ModelsStatistical InferenceEstimation TheoryStatisticsTime Series EconometricsSemi-nonparametric Estimation