A vector autoregressive moving average model for interval-valued time series data
Ai Han, Yongmiao Hong, Shouyang Wang, and Xin Yun
| Year of publication: |
2016
|
|---|---|
| Authors: | Han, Ai ; Hong, Yongmiao ; Wang, Shouyang ; Yun, Xin |
| Published in: |
Essays in honor of Aman Ullah. - Bingley : Emerald, ISBN 978-1-78560-787-5. - 2016, p. 417-460
|
| Subject: | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011530304