Surveillance of univariate and multivariate linear time series

Okhrin, Yarema; Schmid, Wolfgang (2008). Surveillance of univariate and multivariate linear time series. In: Frisén, Marianne (ed.) Financial Surveillance (pp. 115-152). Chichester: John Wiley & Sons

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Item Type:	Book Section (Book Chapter)
Division/Institute:	03 Faculty of Business, Economics and Social Sciences > Department of Economics
UniBE Contributor:	Okhrin, Yarema
Subjects:	300 Social sciences, sociology & anthropology > 330 Economics
Publisher:	John Wiley & Sons
Submitter:	Factscience Import
Date Deposited:	04 Oct 2013 15:07
Last Modified:	05 Dec 2022 14:20
URI:	https://boris.unibe.ch/id/eprint/29374 (FactScience: 141943)