Diagnostic tests based on quantile residuals for nonlinear time series models
Leena Kalliovirta
| Year of publication: |
2009
|
|---|---|
| Authors: | Kalliovirta, Leena |
| Publisher: |
Helsinki |
| Subject: | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | Regressionsanalyse | Regression analysis | Nichtlineare Regression | Nonlinear regression | Multivariate Analyse | Multivariate analysis | ARCH-Modell | ARCH model | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Autokorrelation | Autocorrelation | Theorie | Theory |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | VIII, 165 S. graph. Darst. |
|---|---|
| Series: | Research reports. - Helsinki : Helsingin Yliopisto Kansantaloustietee Laitos, ISSN 0357-3257, ZDB-ID 2939567-7. - Vol. 118 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Thesis: | Zugl.: Helsinki, Univ., Diss., 2009 |
| ISBN: | 978-952-10-5343-6 ; 978-952-10-5344-3 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003885269