The autocorrelation functions in SETARMA models
Year of publication: |
2007
|
---|---|
Authors: | Amendola, Alessandra ; Niglio, Marcella ; Vitale, Cosimo |
Published in: |
Optimisation, econometric and financial analysis. - Berlin : Springer, ISBN 978-3-540-36625-6. - 2007, p. 127-141
|
Subject: | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation | Schätztheorie | Estimation theory |
-
Statistical properties of microstructure noise
Jacod, Jean, (2017)
-
COVID-19 pandemic and Romanian stock market volatility : a GARCH approach
Gherghina, Ștefan Cristian, (2021)
-
Monitoring multistage processes with autocorrelated observations
Kim, Jinho, (2017)
- More ...
-
Amendola, Alessandra, (2006)
-
Least squares predictors for threshold models : properties and forecast evaluation
Amendola, Alessandra, (2008)
-
Multi-step forecasts from threshold ARMA models using asymmetric loss functions
Niglio, Marcella, (2007)
- More ...