Concepts and tools for nonlinear time series modelling
Year of publication: |
2009
|
---|---|
Authors: | Amendola, Alessandra ; Christian, Francq |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Consistency and asymptotic normality | MCMC algorithms | Mixing | Nonlinear modelling | Stationarity | Time-series forecasting |
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