Time series modelling with semiparametric factor dynamics
Byeong U. Park, Enno Mammen, Wolfgang Härdle, and Szymon Borak
| Year of publication: |
2009
|
|---|---|
| Authors: | Park, Byeong U. ; Mammen, Enno ; Härdle, Wolfgang ; Borak, Szymon |
| Published in: |
Journal of the American Statistical Association : JASA. - Philadelphia, Pa. : Taylor & Francis Group, ISSN 0162-1459, ZDB-ID 207602-0. - Vol. 104.2009, 485, p. 284-298
|
| Subject: | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory | Faktorenanalyse | Factor analysis |
| Extent: | graph. Darst. |
|---|---|
| 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/10003878192