Smooth Transition Regression Models for Non-Stationary Extremes
Year of publication: |
2020
|
---|---|
Authors: | Hambuckers, Julien |
Other Persons: | Kneib, T. (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Regressionsanalyse | Regression analysis | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Nichtlineare Optimierung | Nonlinear programming |
Extent: | 1 Online-Ressource (37 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 20, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3541718 [DOI] |
Classification: | C24 - Truncated and Censored Models ; c46 ; c58 ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: | ECONIS - Online Catalogue of the ZBW |
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