Estimation and Inference in Autoregressive Models with Trending Innovation Variance
Year of publication: |
[2009]
|
---|---|
Authors: | Kourogenis, Nikolaos |
Other Persons: | Pittis, Nikitas (contributor) |
Publisher: |
[2009]: [S.l.] : SSRN |
Subject: | Induktive Statistik | Statistical inference | Autokorrelation | Autocorrelation | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Innovation |
Extent: | 1 Online-Ressource (35 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 22, 2008 erstellt |
Other identifiers: | 10.2139/ssrn.1333125 [DOI] |
Classification: | C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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