Continuous‐time threshold autoregressions with jumps: properties, estimation, and application to electricity markets
- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- Extent
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Online-Ressource
- Language
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Englisch
- Bibliographic citation
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In: Scandinavian Journal of Statistics, 50, 2, S. 638-664
- Event
-
Veröffentlichung
- (where)
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Augsburg
- (who)
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Universität Augsburg
- (when)
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2023
- Event
-
Veröffentlichung
- (who)
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Wiley
- (when)
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2023
- Creator
- DOI
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10.1111/sjos.12597
- URN
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urn:nbn:de:bvb:384-opus4-953635
- Rights
-
Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
-
25.03.2025, 1:49 PM CET
Data provider
This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
- Lingohr, Daniel
- Müller, Gernot
- Universität Augsburg
- Wiley
Time of origin
- 2023
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