Estimation d'un modèle V.A.R. par le filtre de Kalman
Year of publication: |
1993
|
---|---|
Authors: | Nakkar, Osman |
Other Persons: | Terraza, Michel (contributor) |
Published in: |
Journal de la Société de Statistique de Paris. - Paris [u.a.] : Siège Social de la Soc., ISSN 0037-914X, ZDB-ID 219229-9. - Vol. 134.1993, 4, p. 3-16
|
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
-
Frequency domain principal components estimation of fractionally cointegrated processes
Morana, Claudio, (2004)
-
Testing the adequacy of smooth transition autoregressive models
Eitrheim, Øyvind, (1993)
-
Fractionally integrated models with ARCH errors
Hauser, Michael A., (1994)
- More ...
-
Adjusted beta based on an empirical comparison of OLS ‐ CAPM and the CAPM with EGARCH errors
Terraza, Michel, (2020)
-
Analyse de tableaux disjonctifs : classification de la population des H.L.M. de Montpellier
Monino, Jean-Louis, (1982)
-
Koubi, Malik, (2005)
- More ...