Contributions to change-point analysis under long-range dependencies
von Juliane Willert
| Year of publication: |
2012
|
|---|---|
| Authors: | Willert, Juliane |
| Subject: | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Statistischer Test | Statistical test | Theorie | Theory |
| Description of contents: |
Long memory, structural breaks, ART, information criteria, CUSUM, MOSUM. - Langes Gedächnis, Strukturbrüche, Informationskriterien
Description [edocs.tib.eu]
|
freely available
| Extent: | Online-Ressource (73 S., 7306 KB) |
|---|---|
| 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: | Hannover, Univ., Diss., 2012 |
| Notes: | Enth. außerdem 4 Sonderabdr. Systemvoraussetzungen: Acrobat reader |
| Classification: | Methoden und Techniken der Betriebswirtschaft ; Mathematische Statistik ; Methoden und Techniken der Volkswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009612474