A New Time Series Model for Transaction Data and Marked Point Processes
Year of publication: |
2014
|
---|---|
Authors: | Wen, Musen |
Other Persons: | Lii, Keh-Shin (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
Extent: | 1 Online-Ressource (16 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprĂĽngliche Fassung des Dokuments November 7, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2520363 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Birth or burst of financial bubbles : which one is easier to diagnose?
Demos, Guilherme, (2015)
-
Revisiting the holt-winters’ additive method for better forecasting
Hansun, Seng, (2019)
-
Becher, Georg, (2019)
- More ...
-
On a Multinomial Logistic Mixture Autoregressive Processes
Wen, Musen, (2014)
-
Spectral estimation of continuous-time stationary processes from random sampling
Lii, Keh-Shin, (1994)
-
Estimation for a class of nonstationary processes
Lii, Keh-Shin, (2011)
- More ...