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Estimation of weak ARMA models with regime changes

Crossref DOI link: https://doi.org/10.1007/s11203-019-09202-3

Published Online: 2019-07-12

Published Print: 2020-04

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Boubacar Maïnassara, Yacouba https://orcid.org/0000-0002-8604-5407
Rabehasaina, Landy
Funding

Funding for this research was provided by:

Projet Région grant (OPE-2017-0068)
License Information

Text and Data Mining valid from 2019-07-12

Version of Record valid from 2019-07-12
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Article History

Received: 22 October 2018

Accepted: 8 July 2019

First Online: 12 July 2019