A frequency domain methodology for time series modelling
Year of publication: |
2010
|
---|---|
Authors: | Steehouwer, Hens |
Published in: |
Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds. - Basingstoke, Hampshire [u.a.] : Palgrave Macmillan, ISBN 978-0-230-24012-4. - 2010, p. 280-324
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
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