The variance ratio and trend stationary model as extensions of a constrained autoregressive model
Year of publication: |
2010
|
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Authors: | Zilca, Shlomo |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 29.2010, 5, p. 467-475
|
Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation |
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