On robust ESACF indentification [sic] of mixed ARIMA models

On robust ESACF indentification [sic] of mixe ...
Heikki Hella, Heikki Hella
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January 8, 2023 | History

On robust ESACF indentification [sic] of mixed ARIMA models

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Publish Date
Publisher
Bank of Finland
Language
English
Pages
159

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Book Details


Edition Notes

"Key words: robust tentative identification, robust extended autocorrelation function, outliers, robust regression estimation, Monte Carlo simulations, time series models"--Abstract.

Includes bibliographical references (p. 121-136).

Text in English; abstract also in Finnish.

Published in
[Helsinki]
Series
Bank of Finland studies. E -- 27, Bank of Finland studies -- 27.
Other Titles
On robust ESACF identification of mixed ARIMA models

Classifications

Library of Congress
HB141 .H45 2003

The Physical Object

Pagination
159 pages
Number of pages
159

Edition Identifiers

Open Library
OL45501168M
ISBN 10
9524621126
OCLC/WorldCat
54534309

Work Identifiers

Work ID
OL33562581W

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