Analysis of historical time series with messy features : the case of commodity prices in Babylonia
Year of publication: |
2015
|
---|---|
Authors: | Koopman, Siem Jan ; Hoogerheide, Lennart |
Published in: |
A history of market performance : from ancient Babylonia to the modern world. - London [u.a.] : Routledge, ISBN 0-415-63544-6. - 2015, p. 45-67
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Metallmarkt | Metal market |
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