Maximum likelihood estimation and forecasting for GARCH, Markov switching, and locally stationary wavelet processes

Nyckelord

time series analysis; statistical methods; forecasting; simulation models

Publicerad i

Acta Universitatis Agriculturae Sueciae
2007, nummer: 2007:107
ISBN: 9789185913060
Utgivare: Dept. of Forest Economics, Swedish University of Agricultural Sciences

SLU författare

• Xie, Yingfu

  • Institutionen för skogsekonomi, Sveriges lantbruksuniversitet
    

Permanent länk till denna sida (URI)

https://res.slu.se/id/publ/15335