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type_genre:"Sammlung"
type_genre:"Survey"
~person:"Chen, Bin"
~person:"Grote, Ulrike"
~subject:"Time series analysis"
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Essays on nonlinearities in time series : regime switching, outlying observations, and changes in persistence
Rinke, Saskia
-
2017
Information criteria, nonlinearity, additive outliers, innovative outliers, change in persistence, outlier detection. - Informationskriterien, Nichtlinearität, additive Ausreißer, innovative Ausreißer, Persistenzbruch, Ausreißerermittlung
Persistent link: https://www.econbiz.de/10012123316
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Essays on specification tests for smooth structural changes and time series conditional distribution models
Chen, Bin
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2007
Persistent link: https://www.econbiz.de/10009693136
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