Distribution-free bounds for serial correlation coefficients in heteroskedastic symmetric time series
Jean-Marie Dufour; Abdeljelil Farhat; Marc Hallin
| Year of publication: |
July 2004
|
|---|---|
| Other Persons: | Dufour, Jean-Marie (contributor) ; Farhat, Abdeljelil (contributor) ; Hallin, Marc (contributor) |
| Publisher: |
Montréal, Québec : Dép. de Sciences Economiques, Univ. de Montréal |
| Subject: | Zeitreihenanalyse | Time series analysis | Autokorrelation | Autocorrelation | Heteroskedastizität | Heteroscedasticity |
| Extent: | Online-Ressource, IV, 38 p., text |
|---|---|
| Series: | Cahier / Départment de Sciences Économiques, Université de Montréal. - Montréal, ISSN 0709-9231, ZDB-ID 2137610-4. - Vol. 2005,05 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Zsfassung in franz. Sprache Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002652755