Stationary persistent time series misspecified as nonstationary ARIMA
Nuno Crato ; Howard M. Taylor
| Year of publication: |
1996
|
|---|---|
| Authors: | Crato, Nuno |
| Other Persons: | Taylor, Howard M. (contributor) |
| Published in: |
Statistical papers. - Berlin : Springer, ISSN 0932-5026, ZDB-ID 227641-0. - Vol. 37.1996, 3, p. 215-223
|
| Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001204329