Diagnostic checking of unobserved-components time series models
Andrew C. Harvey and Siem Jan Koopman
| Year of publication: |
1992
|
|---|---|
| Authors: | Harvey, Andrew C. |
| Other Persons: | Koopman, Siem Jan (contributor) |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 10.1992, 4, p. 377-389
|
| Subject: | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001132725