ASYMPTOTIC ESTIMATION THEORY FOR TIME SERIES REGRESSION MODELS WITH MULTIPLE CHANGE POINTS
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概要
- 論文の詳細を見る
- 2003-03-01
著者
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Shiohama Takayuki
Department Of Mathematical Science Faculty Of Engineering Science Osaka University
関連論文
- ASYMPTOTIC ESTIMATION THEORY FOR TIME SERIES REGRESSION MODELS WITH MULTIPLE CHANGE POINTS
- DYNAMIC PORTFOLIO OPTIMIZATION USING GENERALIZED DYNAMIC CONDITIONAL HETEROSKEDASTIC FACTOR MODELS