Testing for random walk coefficients in regression and state space models
Martin Moryson
| Year of publication: |
1998
|
|---|---|
| Authors: | Moryson, Martin |
| Publisher: |
Heidelberg [u.a.] : Physica-Verl. |
| Subject: | Theorie | Theory | Statistische Methodenlehre | Statistical theory | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis | Lineares Regressionsmodell | Regressionskoeffizient | Zustandsraum | Irrfahrtsproblem | Statistischer Test |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | XV, 317 S graph. Darst |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift |
| Language: | English |
| Thesis: | Zugl.: Berlin, Humboldt-Univ., Diss., 1998 |
| ISBN: | 3-7908-1132-7 |
| Classification: | Mathematische Statistik |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000666710