Autoregressive Gamma Processes
Year of publication: |
2005
|
---|---|
Authors: | Gourieroux, Christian ; Jasiak, Joann |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Autokorrelation | Autocorrelation | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (38 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 2005 erstellt |
Other identifiers: | 10.2139/ssrn.757358 [DOI] |
Classification: | C51 - Model Construction and Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
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