Reliability of the automatic identification of ARIMA models in program TRAMO
Agustín Maravall, Roberto López-Pavón, and Domingo Pérez-Cañete
| Year of publication: |
2015
|
|---|---|
| Authors: | Maravall Herrero, Agustín ; López-Pavón, Roberto ; Pérez Cañete, Domingo |
| Published in: |
Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]. - Cham : Springer, ISBN 978-3-319-03121-7. - 2015, p. 105-122
|
| Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | ARMA-Modell | ARMA model | Simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010490152