Non-recursive methods for computing the coefficients of the autoregressive and the moving-average representation of mixed ARMA processes
Year of publication: |
1987
|
---|---|
Authors: | Mittnik, Stefan |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 23.1987, 3, p. 279-284
|
Subject: | Schätztheorie | Estimation theory |
-
Feng, Guohua, (2015)
-
Estimation and inference for a class of generalized hierarchical models
Dong, Chaohua, (2024)
-
Nonparametric identification and estimation with non-classical errors-in-variables
Evdokimov, Kirill S., (2024)
- More ...
-
Haas, Markus, (2005)
-
Modeling and predicting market risk with Laplace-Gaussian mixture distributions
Haas, Markus, (2005)
-
The volatility of realized volatility
Corsi, Fulvio, (2005)
- More ...