An extended exponential SEMIFAR model with application in R
Year of publication: |
September 2021
|
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Authors: | Letmathe, Sebastian ; Beran, Jan ; Feng, Yuanhua |
Publisher: |
[Paderborn] : Universität Paderborn, Center for international Economics |
Subject: | long memory | data-driven smoothing | SEMIFAR | estimation of derivatives | smootslm package | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | ARMA-Modell | ARMA model | Derivat | Derivative | Schätzung | Estimation | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (circa 18 Seiten) Illustrationen |
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Series: | CIE working paper series. - Paderborn, ZDB-ID 2499430-3. - Vol. no. 2021, 07 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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