Essays in prediction and specification analysis
Year of publication: |
2006
|
---|---|
Authors: | Bhardwaj, Geetesh |
Subject: | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | ARMA-Modell | ARMA model | Statistischer Test | Statistical test | Simulation | Theorie | Theory |
Description of contents: | Table of Contents [gbv.de] |
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Nam, Jong Oh, (2018)
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On the robustness of Ljung-Box and McLeod-Li Q tests : a simulation study
Chen, Yi-ting, (2002)
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Wang, Shin-huei, (2013)
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A simulation-based specification test for diffusion processes
Bhardwaj, Geetesh, (2008)
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A simulation based specification test for diffusion processes
Bhardwaj, Geetesh, (2005)
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Bhardwaj, Geetesh, (2005)
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