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~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Time series analysis"
~type_genre:"Forschungsbericht"
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Working paper / Department of Econometrics and Business Statistics, Monash University
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Fractional cointegration : Bayesian inferences using a Jeffreys prior
Martin, Gael M.
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1997
Persistent link: https://www.econbiz.de/10000978697
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Bayesian arbitrage threshold analysis
Forbes, Catherine Scipione
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1997
Persistent link: https://www.econbiz.de/10000978712
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Incorporating a tracking signal into state space models for exponential smoothing
Snyder, Ralph D.
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Koehler, Anne B.
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2006
Persistent link: https://www.econbiz.de/10003365310
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