Iterative plug-in algorithms for SEMIFAR models
| Year of publication: |
2001
|
|---|---|
| Authors: | Beran, Jan ; Feng, Yuanhua |
| Published in: | |
| Publisher: |
Konstanz : CFE |
| Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Modellierung | Scientific modelling | Theorie | Theory | ARMA-Modell | ARMA model |
| Extent: | 30 S graph. Darst |
|---|---|
| Series: | Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz. - Konstanz, ZDB-ID 2172014-9. - Vol. 01/11 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | SEMIFAR = Semiparametric fractional autoregressive model Internetausg.: http://econometrics.wiwi.uni-konstanz.de/CoFE/Papers/dp01_11.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001672564