Simulating bivariate stationary processes with scale-specific characteristics
Milan Bašta
| Year of publication: |
2014
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|---|---|
| Authors: | Bašta, Milan |
| Published in: |
Acta oeconomica Pragensia : vědecký časopis Vysoke Školy Ekonomické v Praze. - Praha : [Verlag nicht ermittelbar], ISSN 0572-3043, ZDB-ID 959721-9. - Vol. 22.2014, 1, p. 3-26
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| Subject: | time series | bivariate | wavelets | finance | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Simulation | Stochastischer Prozess | Stochastic process | Zustandsraummodell | State space model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zsfassung in engl. Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010401224