Continuous‐time threshold autoregressions with jumps: properties, estimation, and application to electricity markets
- Standort
-
Deutsche Nationalbibliothek Frankfurt am Main
- Umfang
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Online-Ressource
- Sprache
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Englisch
- Erschienen in
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In: Scandinavian Journal of Statistics, 50, 2, S. 638-664
- Ereignis
-
Veröffentlichung
- (wo)
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Augsburg
- (wer)
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Universität Augsburg
- (wann)
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2023
- Ereignis
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Veröffentlichung
- (wer)
-
Wiley
- (wann)
-
2023
- Urheber
- DOI
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10.1111/sjos.12597
- URN
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urn:nbn:de:bvb:384-opus4-953635
- Rechteinformation
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Letzte Aktualisierung
-
25.03.2025, 13:49 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
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Beteiligte
- Lingohr, Daniel
- Müller, Gernot
- Universität Augsburg
- Wiley
Entstanden
- 2023
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