Forecasting with unobserved components time series models
Andrew Harvey
| Year of publication: |
2006
|
|---|---|
| Authors: | Harvey, Andrew C. |
| Published in: |
Handbook of economic forecasting ; Vol. 1. - Amsterdam [u.a.] : North-Holland, ISBN 0-444-51395-7. - 2006, p. 327-412
|
| Subject: | unobserved component model | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model | Stochastischer Prozess | Stochastic process | Prognoseverfahren | Forecasting model | Theorie | Theory | Zustandsraummodell | State space model | ARMA-Modell | ARMA model |
| Extent: | graph. Darst. |
|---|---|
| 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/10003338431