Diagnostic checking for non-stationary ARMA models with an application to financial data
Shiqing Ling; Ke Zhu; Chong Ching Yee
| Year of publication: |
2013
|
|---|---|
| Authors: | Ling, Shiqing ; Zhu, Ke ; Yee, Chong Ching |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 26.2013, p. 624-639
|
| Subject: | Portmanteau test | Nonstationary ARMA | Residual ACFs | Squared residual ACFs | Schätztheorie | Estimation theory | ARMA-Modell | ARMA model | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010370490