Spectral methods for identifying scalar diffusions
Year of publication: |
1998
|
---|---|
Authors: | Hansen, Lars Peter |
Other Persons: | Scheinkman, José Alexandre (contributor) ; Touzi, Nizar (contributor) |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 86.1998, 1, p. 1-32
|
Subject: | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain | Theorie | Theory |
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