Non-stationary Gaussian ARFIMA processes : estimation and application
Lopes, S. R. C.; Olbermann, B. P.; Reisen, V. A.
| Year of publication: |
2002
|
|---|---|
| Authors: | Lopes, Silvia R. C. ; Olbermann, B. P. ; Reisen, Valdério Anselmo |
| Published in: |
Brazilian review of econometrics : the review of the Brazilian Econometric Society. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1980-2447, ZDB-ID 2125187-3. - Vol. 22.2002, 1, p. 103-126
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| Subject: | Stochastischer Prozess | Stochastic process | Zeitreihenanalyse | Time series analysis | ARMA-Modell | ARMA model | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zsfassung in portug. Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001806222