Spectral methods for identifying scalar diffusions
Lars Peter Hansen, José Alexandre Scheinkman, Nizar Touzi
| Year of publication: |
1998
|
|---|---|
| Authors: | Hansen, Lars Peter |
| Other Persons: | Scheinkman, José Alexandre (contributor) ; Touzi, Nizar (contributor) |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 86.1998, 1, p. 1-32
|
| Subject: | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain | Theorie | Theory |
| 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/10001243868