Essays on long memory time series
von M.Sc. Christian Hendrik Leschinski
| Year of publication: |
2016
|
|---|---|
| Authors: | Leschinski, Christian Hendrik |
| Other Persons: | Sibbertsen, Philipp (degree supervisor) ; Hassler, Uwe (degree supervisor) |
| Institutions: | Gottfried Wilhelm Leibniz Universität Hannover (degree granting) |
| Publisher: |
Hannover |
| Subject: | Zeitreihenanalyse | Time series analysis | Multivariate Analyse | Multivariate analysis | Statistischer Test | Statistical test | Saisonkomponente | Seasonal component | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Theorie | Theory | Saisonale Komponente |
| Description of contents: |
Long memory, semiparametric estimation, time series analysis. - Langes Gedächtnis, semiparametrische Schätzung, Zeitreihenanalyse
Table of Contents [gbv.de]
|
| Extent: | VI, 141 Seiten Diagramme |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Sammelwerk ; Collection of articles of several authors ; Thesis ; Graue Literatur ; Non-commercial literature ; Sammlung ; Collection of articles written by one author |
| Language: | English |
| Thesis: | Dissertation, Gottfried Wilhelm Leibniz Universität Hannover, 2016 |
| Notes: | Enthält 4 Beiträge Zusammenfassung in deutscher Sprache |
| Classification: | Methoden und Techniken der Volkswirtschaft ; Mathematische Statistik |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011559565