Moving Average Threshold Heterogeneous Autoregressive (MAT-HAR) Models
Year of publication: |
2020
|
---|---|
Authors: | Motegi, Kaiji |
Other Persons: | Cai, Xiaojing (contributor) ; Hamori, Shigeyuki (contributor) ; Xu, Haifeng (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Autokorrelation | Autocorrelation | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | Schätzung | Estimation | ARMA-Modell | ARMA model |
Extent: | 1 Online-Ressource (15 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 16, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3426182 [DOI] |
Classification: | C22 - Time-Series Models ; C51 - Model Construction and Estimation ; C53 - Forecasting and Other Model Applications |
Source: | ECONIS - Online Catalogue of the ZBW |
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