Long memory modelling of inflation with stochastic variance and structural breaks
Year of publication: |
2007
|
---|---|
Authors: | Bos, Charles S. ; Koopman, Siem Jan ; Ooms, Marius |
Publisher: |
Amsterdam [u.a.] |
Subject: | Inflation | Strukturbruch | Structural break | Stochastischer Prozess | Stochastic process | Stichprobenerhebung | Sampling | Monte-Carlo-Simulation | Monte Carlo simulation | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Modellierung | Scientific modelling | USA | United States |
-
Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks
Bos, Charles S., (2008)
-
Long memory modelling of inflation with stochastic variance and structural breaks
Bos, Charles S., (2007)
-
Marginal likelihood estimation with the cross-entropy method
Chan, Joshua, (2015)
- More ...
-
Long memory with stochastic variance model: A recursive analysis for US inflation
Bos, Charles S., (2014)
-
Long memory modelling of inflation with stochastic variance and structural breaks
Bos, Charles S., (2007)
-
Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks
Bos, Charles S., (2008)
- More ...