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Search: "ARMA-Modell"
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ARMA model
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Maximum likelihood estimation of stationary multivariate ARFIMA process
Tsay, Wen-jen
(
contributor
)
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2007
Persistent link: https://www.econbiz.de/10003720632
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2
Estimating Markov-switching ARMA models with extended algorithms of Hamilton
Chen, Chao-chun
(
contributor
);
Tsay, Wen-jen
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003588130
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3
A component-driven model for regime switching and its empirical evidence
Kuan, Chung-ming
(
contributor
);
Huang, Yu-lieh
(
contributor
)
-
2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001931272
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