A random walk, Markov model for the distribution of time series
Robert B. Litterman
| Year of publication: |
1983
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|---|---|
| Authors: | Litterman, Robert Bruce |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 1.1983, 2, p. 169-173
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| Subject: | Statistik | Zeitreihenanalyse |
| Type of publication: | Article |
|---|---|
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003619412