Robust CUSUM-M test in the presence of long-memory disturbances
Philipp Sibbertsen
| Year of publication: |
2000
|
|---|---|
| Authors: | Sibbertsen, Philipp |
| Publisher: |
Dortmund : Univ., SFB 475 |
| Subject: | Schätztheorie | Estimation theory | Robustes Verfahren | Robust statistics | Zeitreihenanalyse | Time series analysis |
| Extent: | 12 S |
|---|---|
| Series: | Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund. - Dortmund, ZDB-ID 2140377-6. - Vol. 2000,19 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Internetausg.: http://www.sfb475.uni-dortmund.de/berichte/tr19-00.ps |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001519333