Nonparametric estimation of nonlinear ARMA and GARCH processes
Harriet Holzberger
| Year of publication: |
2001 ; Als Ms. gedr.
|
|---|---|
| Authors: | Holzberger, Harriet |
| Publisher: |
Berlin : dissertation.de |
| Subject: | ARCH-Modell | ARCH model | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory | ARMA-Modell | ARMA model | Nichtlineare Regression | Nonlinear regression | Nichtparametrische Schätzung | GARCH-Prozess |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | 136 S Ill 21 cm |
|---|---|
| Series: | Dissertation.de. - Berlin : Winter Industries, ZDB-ID 2171975-5. - Vol. 448 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Zugl.: Kaiserslautern, Univ., Diss., 2001 |
| ISBN: | 3-89825-348-1 |
| Classification: | Mathematische Statistik |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001619528