Time Series Modelling with Semiparametric Factor Dynamics


Borak, Szymon ; Härdle, Wolfgang ; Mammen, Enno ; Park, Byeong U.


URL: http://edoc.hu-berlin.de/series/sfb-649-papers/200...
Document Type: Working paper
Year of publication: 2007
The title of a journal, publication series: SFB 649 Discussion Paper
Volume: 023
Place of publication: Berlin
Publishing house: SFB 649, Humboldt-Univ.
ISSN: 1860-5664
Publication language: English
Institution: School of Law and Economics > Statistik (Mammen)
Subject: 310 Statistics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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Borak, Szymon ; Härdle, Wolfgang ; Mammen, Enno ; Park, Byeong U. (2007) Time Series Modelling with Semiparametric Factor Dynamics. SFB 649 Discussion Paper Berlin 023 [Working paper]


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