A UNIFIED THEORY FOR ARMA MODELS WITH VARYING COEFFICIENTS: ONE SOLUTION FITS ALL

Paraskevopoulos, A; Magdalinos, A; Canepa, A

oai:bura.brunel.ac.uk:2438/29700

A UNIFIED THEORY FOR ARMA MODELS WITH VARYING COEFFICIENTS: ONE SOLUTION FITS ALL

Authors: A Paraskevopoulos
A Magdalinos
A Canepa
Publication date: 1 January 2024
Publisher: 'Cambridge University Press (CUP)'

Abstract

......Alessandra Canepa acknowledges financial support under the National Recovery and Resilience Plan (NRRP), Mission 4, Component 2, Investment 1.1, Call for tender No. 104 published on 2.2.2022 by the Italian Ministry of University and Research (MUR), funded by the European Union – NextGenerationEU– Project Title 20223725WE - Methodological and computational issues in large-scale time series models for economics and finance – CUP J53D23003960006- Grant Assignment Decree No 967 adopted on 30/06/2023 by the Italian Ministry of Ministry of University and Research (MUR)

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