Robuste Schätzung von ARMA-Modellen unter Verwendung von robust geschätzten Autokovarianzen
By: Michael Forster.
Series: Europäische Hochschulschriften. Reihe V, Volks- und Betriebswirtschaft,; Bd. 1477 =; Publications universitaires européennes. Série V, Sciences économiques, gestion d'entreprise ;; vol. 1477 =; European university studies. Series V, Economics and management ;; vol. 1477; Europäische Hochschulschriften.; Bd. 1477.
Publisher: P. Lang; Lang AG International Academic Publishers, Peter
Published: 1994
Place of publication: Frankfurt am Main; New York
Language: ger
Number of pages: 145
Subjects: Economics -- Statistical methods.; Time-series analysis.; Linear models (Statistics); Autoregression (Statistics)
Notes: Includes bibliographical references (p. 135-145).