Testing for the existence of a latent process and autocorrelation in the Poisson regression model for count data with application to ultra high frequency financial time series
von Daniel Drescher
| Year of publication: |
2008
|
|---|---|
| Authors: | Drescher, Daniel |
| Subject: | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Autokorrelation | Autocorrelation | Generalisiertes lineares Modell | Generalized linear model |
| Extent: | 208, XXXIII Bl. graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Mikroform ; Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Berlin, Techn. Univ., Diss., 2008 |
| Classification: | Methoden und Techniken der Betriebswirtschaft ; Forschung und Entwicklung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003809205