A Univariate Time Varying Analysis of Periodic ARMA Processes
Year of publication: |
2014
|
---|---|
Authors: | Karanasos, Menelaos |
Other Persons: | Paraskevopoulos, Alexandros (contributor) ; Dafnos, Stavros (contributor) |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | ARMA-Modell | ARMA model | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (26 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 18, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2411538 [DOI] |
Classification: | C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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