Time Series Modelling With Semiparametric Factor Dynamics


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


URL: http://dx.doi.org/10.1198/jasa.2009.0105
Additional URL: http://amstat.tandfonline.com/doi/pdf/10.1198/jasa...
Document Type: Article
Year of publication: 2009
The title of a journal, publication series: Journal of the American Statistical Association : JASA
Volume: 104
Issue number: 485
Page range: 284-298
Place of publication: Alexandria, Va.
Publishing house: Assoc.
ISSN: 0162-1459 , 0003-1291
Publication language: English
Institution: School of Law and Economics > Statistik (Mammen)
Subject: 310 Statistics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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Park, Byeong U. ; Mammen, Enno ; Härdle, Wolfgang ; Borak, Szymon (2009) Time Series Modelling With Semiparametric Factor Dynamics. Journal of the American Statistical Association : JASA Alexandria, Va. 104 485 284-298 [Article]


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