The Averaged Periodogram for Nonstationary Vector Time Series
| Year of publication: |
[2008]
|
|---|---|
| Authors: | Marinucci, D. |
| Publisher: |
[2008]: [S.l.] : SSRN |
| Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process | Nichtlineare Optimierung | Nonlinear programming | Zeitreihenanalyse | Time series analysis |
| Description of contents: |
Averaged periodogram; nonstationary processes; fractional Brownian motion
|
| Extent: | 1 Online-Ressource (17 p) |
|---|---|
| Series: | LSE STICERD Research Paper ; No. EM408 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 2000 erstellt |
| Classification: | C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012771047