Fractional Integration with Drift : Estimation in Small Samples
Year of publication: |
1998
|
---|---|
Authors: | Smith, Anthony A. ; Sowell, Fallaw ; Zin, Stanley E. |
Publisher: |
[S.l.] : SSRN |
Subject: | Stichprobenerhebung | Sampling | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: (Empirial Economics, No 22, 1997) Volltext nicht verfügbar |
Classification: | C13 - Estimation ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models ; C51 - Model Construction and Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
-
MaCurdy, Thomas, (2007)
-
Sequential Monte Carlo Sampling for State Space Models
Wuthrich, Mario V., (2016)
-
Small sample properties of forecasts from autoregressive models under structural breaks
Timmermann, Allan, (2003)
- More ...
-
Fractional integration with drift : estimation in small samples
Smith, Anthony A., (1997)
-
Fractional Integration with Drift: Estimation in Small Samples
Smith Jr, Anthony A., (1997)
-
Forecasting residential air conditioning loads
Horowitz, Shira, (2014)
- More ...