Model reduction methods for vector autoregressive processes

Brüggemann, Ralf

Model reduction methods for vector autoregressive processes Ralf Brüggemann - Berlin Springer 2004 - x, 218 p. : ill. ; 24 cm

Originally presented as the author's thesis (doctoral)--Humboldt-Universität zu Berlin, 2003. Includes bibliographical references (p. [205]-212)

9783540206439

2003067373


Autoregression (Statistics)
Econometric models

330.015195 BRU

Find us on the map

Powered by Koha