The autocorrelation functions in SETARMA models
Alessandra Amendola, Marcella Niglio and Cosimo Vitale
| Year of publication: |
2007
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|---|---|
| Authors: | Amendola, Alessandra ; Niglio, Marcella ; Vitale, Cosimo |
| Published in: |
Optimisation, econometric and financial analysis. - Berlin : Springer, ISBN 978-3-540-36625-6. - 2007, p. 127-141
|
| Subject: | Theorie | Theory | Autokorrelation | Autocorrelation | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003544747