Testing for zeros in the spectrum of an univariate stationary process ; 2
| Year of publication: |
1999
|
|---|---|
| Authors: | Lacroix, Renaud |
| Published in: | |
| Publisher: |
Paris |
| Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | ARMA-Modell | ARMA model | Monte-Carlo-Simulation | Monte Carlo simulation |
| Extent: | 28 S graph. Darst |
|---|---|
| Series: | Notes d'études et de recherche : NER. - Paris, ZDB-ID 2488025-5. - Vol. 71 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001450200