Nonlinearity, nonstationarity, and thick tails : how they interact to generate persistence in memory
J. Isaac Miller; Joon Y. Park
| Year of publication: |
2010
|
|---|---|
| Authors: | Miller, J. Isaac ; Park, Joon Y. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 155.2010, 1, p. 83-89
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| Subject: | Zeitreihenanalyse | Time series analysis | Europäisches Währungssystem | European Monetary System | Elektrizitätswirtschaft | Electric power industry | Schätzung | Estimation | EU-Staaten | EU countries | USA | United States | Random Walk | Random walk | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003965416