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Comparison of Robust Methods for ARMA Order Estimation

Object's details: Comparison of Robust Methods for ARMA Order Estimation

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Provider:Dolnośląska Biblioteka Cyfrowa

Description

Title:
Comparison of Robust Methods for ARMA Order Estimation
Creator:
Flimmel, Samuel;
Čamaj, Matej;
Malá, Ivana;
Procházka, Jiří
Description:
20-th AMSE. Applications of Mathematics and Statistics in Economics. International Scientific Conference: Szklarska Poręba, 30 August- 3 September 2017. Conference Proceedings Full Text Papers, s. 133-144
Object availability:
free access
Rights:
Wszystkie prawa zastrzeżone (Copyright);
Dla wszystkich w zakresie dozwolonego użytku
Date:
2017.12.31;
2017
Type:
materiał konferencyjny
Language:
eng;
angielski;
English
Format:
application/pdf
Publisher:
Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Relation:
20-th AMSE. Applications of Mathematics and Statistics in Economics. International Scientific Conference: Szklarska Poręba, 30 August- 3 September 2017. Conference Proceedings Full Text Papers
Subject:
robust methods;
ARMA process;
ARMA order estimation
Identifier: DOI: 10.15611/amse.2017.20.10
Data provider:
Dolnośląska Biblioteka Cyfrowa

Can I use it?:
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Type:
text

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