Further results on the detection of changes in persistence in linear time series
Year of publication: |
2007
|
---|---|
Authors: | Cook, Steven |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 14.2007, 1/3, p. 145-150
|
Subject: | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Theorie | Theory |
-
The correlation integral and the independence of Gaussian and related processes
Dechert, W. Davis, (1994)
-
Pellegrini, Guido, (1992)
-
A time series model with periodic stochastic regime switching
Ghysels, Eric, (1993)
- More ...
-
A Note on Business Cycle Non-Linearity in U. S. Consumption
Cook, Steven, (2003)
-
A neglected controversy in the modelling of consumers' expenditure
Cook, Steven, (1997)
-
Forecasting the growth in consumers' expenditure : the treasury model
Cook, Steven, (1997)
- More ...