Second-order filter distribution approximations for financial time series with extreme outliers
J. Q. Smith, António A. F. Santos
| Year of publication: |
2006
|
|---|---|
| Authors: | Smith, Jim Q. ; Santos, António A. F. |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 24.2006, 3, p. 329-337
|
| Subject: | Zeitreihenanalyse | Time series analysis | Finanzmarkt | Financial market | Statistische Verteilung | Statistical distribution | Zustandsraummodell | State space model |
| Extent: | graph. Darst. |
|---|---|
| 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/10003349353