A likelihood ratio test for stationarity of rating transitions
Rafael Weißbach; Ronja Walter
| Year of publication: |
2010
|
|---|---|
| Authors: | Weißbach, Rafael ; Walter, Ronja |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 155.2010, 2, p. 188-194
|
| Subject: | Stochastischer Prozess | Stochastic process | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | USA | United States | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003945547