Multivariate fractional components analysis
Tobias Hartl, Roland Weigand
| Year of publication: |
January 2019
|
|---|---|
| Authors: | Hartl, Tobias ; Weigand, Roland |
| Publisher: |
Regensburg : Universität Regensburg |
| Subject: | Long memory | fractional cointegration | state space | unobserved components | factor model | realized covariance matrix | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Schätzung | Estimation | Korrelation | Correlation | Zustandsraummodell | State space model | Theorie | Theory |
| Extent: | 1 Online-Ressource (circa 41 Seiten) Illustrationen |
|---|---|
| Series: | Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft. - Regensburg, ZDB-ID 2497692-1. - Vol. Nr. 493 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011962831