Estimating short-run and long-run parameters in a homogeneous Markovian process
Claude Fourgeaud, Christian Couriéroux, and Jacqueline Pradel
| Alternative title: | Estimation des paramètres de court et long terme dans un processus markovien homogène <engl.> |
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| Year of publication: |
1990
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| Authors: | Fourgeaud, Claude |
| Other Persons: | Gouriéroux, Christian (contributor) ; Pradel, Jacqueline (contributor) |
| Published in: |
Empirical economics. - 1990. - VI, 260 S. - Enth. 10 Beitr. ; 3. - Cambridge, Mass. [u.a.] : MIT Press, ISBN 0-262-03160-4. - 1990, p. 137-165
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| Subject: | Wahrscheinlichkeitsrechnung | Probability theory | Schätztheorie | Estimation theory | Theorie | Theory |
| Extent: | Graph. Darst |
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| 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/10001326577