On the estimation of fractionally integrated processes
by Frank S. Nielsen
| Year of publication: |
2009
|
|---|---|
| Authors: | Nielsen, Frank S. |
| Publisher: |
Aarhus : School of Economics and Management |
| Subject: | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model | Nichtparametrisches Verfahren | Nonparametric statistics | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | Theorie | Theory |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | XIV, 153 S. graph. Darst. |
|---|---|
| Series: | PhD thesis / School of Economics and Management, University of Aarhus. - Aarhus, ISSN 1397-3835, ZDB-ID 2391796-9. - Vol. 2009,3 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature ; Sammlung ; Collection of articles written by one author |
| Language: | English |
| Thesis: | Zugl.: Aarhus, Univ., Diss., 2009 |
| Notes: | Enth. 4 Beitr. |
| ISBN: | 978-87-90117-60-3 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003839270