Robust Estimation of ARMA Models with Near Root Cancellation
Year of publication: |
2013
|
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Authors: | Cogley, Timothy ; Startz, Richard |
Publisher: |
[S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | ARMA-Modell | ARMA model | Robustes Verfahren | Robust statistics | Zeitreihenanalyse | Time series analysis |
Extent: | 1 Online-Ressource (34 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 28, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2286799 [DOI] |
Classification: | C11 - Bayesian Analysis ; C12 - Hypothesis Testing ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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