Autoregressive moving average models with t and hyperbolic innovations
Wolfgang Polasek, Jeffrey Pai
| Year of publication: |
1998
|
|---|---|
| Authors: | Polasek, Wolfgang ; Pai, Jeffrey |
| Publisher: |
Basel : WWZ |
| Subject: | Bayes-Statistik | Bayesian inference | Theorie | Theory | ARMA-Modell | ARMA model | Statistische Verteilung | Statistical distribution | Wechselkurs | Exchange rate | Schätzung | Estimation | USA | United States | Schweiz | Switzerland |
| Extent: | 40 S graph. Darst |
|---|---|
| Series: | WWZ discussion papers. - Basel : WWZ, ZDB-ID 1346077-8. - Vol. 9816 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 19 - 21 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001372542