Testing for random walk coefficients in regression and state space models
Bibliographic Information
- Title
- "Testing for random walk coefficients in regression and state space models"
- Statement of Responsibility
- Martin Moryson
- Publisher
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- Physica-Verlag
- Publication Year
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- c1998
- Book size
- 24 cm
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Notes
Originally presented as the author's thesis (doctoral)--Humboldt Univ., 1998
Bibliography: p. [301]-317
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Details 詳細情報について
-
- CRID
- 1130282269814331904
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- NII Book ID
- BA3826541X
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- ISBN
- 3790811327
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- LCCN
- 98021609
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- Web Site
- https://lccn.loc.gov/98021609
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- Text Lang
- en
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- Country Code
- gw
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- Title Language Code
- en
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- Place of Publication
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- Heidelberg
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- Subject
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- LCSH: System analysis
- LCSH: Random walks (Mathematics)
- LCSH: State-space methods
- LCSH: Regression analysis
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- Data Source
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- CiNii Books