Finite sample revision variances for ARIMA model-based signal extraction
| Year of publication: |
2006 ; 2006 edition
|
|---|---|
| Other Persons: | McElroy, Tucker (contributor) ; Gagnon, Richard (contributor) |
| Institutions: | European Commission / Statistical Office of the European Communities (issuing body) |
| Publisher: |
Luxembourg : Publications Office |
| Subject: | Zeitreihenanalyse | Time series analysis | ARMA-Modell | ARMA model | Prognoseverfahren | Forecasting model | Stichprobenerhebung | Sampling | Schätztheorie | Estimation theory |
| Extent: | 1 Online-Ressource (19 p.) ill., tab. |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Bibl. : p. 18-19 |
| ISBN: | 92-79-03409-X |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015315607