Non-Parametric Determination of Real-Time Lag Structure between Two Time Series : The 'Optimal Thermal Causal Path' Method
Year of publication: |
2004
|
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Authors: | Sornette, Didier ; Zhou, Wei-Xing |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Lag-Modell | Lag model |
Extent: | 1 Online-Ressource (37 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 7, 2004 erstellt |
Other identifiers: | 10.2139/ssrn.576822 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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