Locally adaptive fitting of semiparametric models to nonstationary time series

Saved in:
Bibliographic Details
Main Authors: Dahlhaus, Rainer (Author) , Neumann, Michael H. (Author)
Format: Book/Monograph Working Paper
Language:English
Published: Amsterdam Elsevier 2016
Series:Beiträge zur Statistik Beiträge 60
In: Beiträge zur Statistik (60)

Online Access:Resolving-System, kostenfrei, Volltext: http://nbn-resolving.de/urn:nbn:de:bsz:16-heidok-207676
Get full text
Author Notes:Rainer Dahlhaus, Michael H. Neumann
Description
Item Description:Aus: Stochastic Processes & Their Applications, 91 (2001), pp. 277-308. ISSN 0304-4149
Physical Description:Online Resource