Minimum distance estimation of locally stationary moving average processes

M. Ignacia Vicuña, Wilfredo Palma, Ricardo A. Olea. Minimum distance estimation of locally stationary moving average processes. Computational Statistics & Data Analysis, 140:1-20, 2019. [doi]

@article{VicunaPO19,
  title = {Minimum distance estimation of locally stationary moving average processes},
  author = {M. Ignacia Vicuña and Wilfredo Palma and Ricardo A. Olea},
  year = {2019},
  doi = {10.1016/j.csda.2019.05.005},
  url = {https://doi.org/10.1016/j.csda.2019.05.005},
  researchr = {https://researchr.org/publication/VicunaPO19},
  cites = {0},
  citedby = {0},
  journal = {Computational Statistics & Data Analysis},
  volume = {140},
  pages = {1-20},
}