Interventions in ingarch processes
Year of publication: |
2009
|
---|---|
Authors: | Fokianos, Konstantions ; Fried, Roland |
Institutions: | Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund |
Subject: | parametric bootstrap | generalized linear models | observation driven models | level shifts | transient shifts | outliers |
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Interventions in ingarch processes
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