Adaptive ARFIMA Models with Applications to Inflation
Year of publication: |
[2013]
|
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Authors: | Morana, Claudio |
Other Persons: | Baillie, Richard (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | ARMA-Modell | ARMA model | Inflation | Theorie | Theory | Schätzung | Estimation | Inflationsrate | Inflation rate |
Description of contents: | Abstract [papers.ssrn.com] ; Abstract [doi.org] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Economic Modelling, Vol. 29, 2012 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 11, 2011 erstellt Volltext nicht verfügbar |
Other identifiers: | 10.2139/ssrn.1352003 [DOI] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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