Adaptive Estimation of Autoregression Models with Time-Varying Variances
Year of publication: |
[2006]
|
---|---|
Authors: | Xu, Ke-Li |
Other Persons: | Phillips, Peter C. B. (contributor) |
Publisher: |
[2006]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (31 p) |
---|---|
Series: | Cowles Foundation Discussion Paper ; No. 1585 |
Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 2006 erstellt |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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