Plug-In Selection of the Number of Frequencies in Regression Estimates of the Memory Parameter of a Long-Memory Time Series
Year of publication: |
[2013]
|
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Authors: | Hurvich, Clifford M. |
Other Persons: | Deo, Rohit (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (11 p) |
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Series: | NYU Working Paper ; No. 2451/14773 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 1998 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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