Semiparametric time series models driven by latent factor
Gisele de Oliveira Maia, Wagner Barreto-Souza, Fernando de Souza Bastos, Hernando Ombao
| Year of publication: |
2021
|
|---|---|
| Authors: | Maia, Gisele de Oliveira ; Barreto-Souza, Wagner ; Bastos, Fernando de Souza ; Ombao, Hernando |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 37.2021, 4, p. 1463-1479
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| Subject: | Bounded time series | Gaussian process | Quasi-likelihood estimation | Regression analysis | Shifted gamma process | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Regressionsanalyse |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2020.12.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013274294