Multivariate state-space approach to variance reduction in series with level and variance breaks

Oksana Bollineni-Balabay; Jan van den Brakel; Franz Palm

Year of publication:	2014
Authors:	Bollineni-Balabay, Oksana ; Brakel, Jan A. van den ; Palm, Franz C.
Publisher:	The Hague [u. a.] : Statistics Netherlands
Subject:	Theorie \| Theory \| Zeitreihenanalyse \| Time series analysis \| Varianzanalyse \| Analysis of variance \| Multivariate Analyse \| Multivariate analysis \| Strukturbruch \| Structural break

freely available

Full text |

More access options

Check Google Scholar

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10010412681

A service of the