Consistent estimation of breakpoints in time series, with application to wavelet analysis of Citigroup returns
Leigh Roberts
| Year of publication: |
2014
|
|---|---|
| Authors: | Roberts, Leigh |
| Publisher: |
Wellington : Victoria Univ. of Wellington, School of Economics and Finance |
| Subject: | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Statistische Methode | Statistical method | Fourier-Analyse | Fourier analysis |
freely available
| Extent: | Online-Ressource (83 S.) |
|---|---|
| Series: | SEF working paper. - Wellington : [Verlag nicht ermittelbar], ISSN 2230-2603, ZDB-ID 2625021-4. - Vol. 2014,1 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | hdl:10063/3169 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010242932