Efficient iterative maximum likelihood estimation of high-parameterized time series models:
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Bibliographic Details
Main Authors: Hautsch, Nikolaus 1972- (Author), Okhrin, Ostap 1984- (Author), Ristig, Alexander (Author)
Format: Electronic eBook
Language:English
Published: Berlin Humboldt-Univ. 2014
Series:SFB 649 discussion paper 2014,10
Links:http://edoc.hu-berlin.de/series/sfb-649-papers/2014-10/
Physical Description:34 S. graph. Darst.