Memory Parameter Estimation in the Presence of Level Shifts and Deterministic Trends
Year of publication: |
2012
|
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Authors: | McCloskey, Adam |
Other Persons: | Perron, Pierre (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Schätzung | Estimation |
Extent: | 1 Online-Ressource (40 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 30, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2171907 [DOI] |
Classification: | C22 - Time-Series Models ; C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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