Estimating the memory parameter for possibly non-linear and non-Gaussian time series with wavelets
Year of publication: |
[2021]
|
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Authors: | Xu, Chen ; Zhang, Ye |
Publisher: |
[S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Zustandsraummodell | State space model |
Extent: | 1 Online-Ressource (23 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 30, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3883314 [DOI] |
Classification: | C13 - Estimation ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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