Testing the rank of the Hankel matrix: a statistical approach
Gespeichert in:
1. Verfasser: | |
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Format: | Buch |
Sprache: | English |
Veröffentlicht: |
Frankfurt am Main
European Central Bank
2001
|
Schriftenreihe: | European Central Bank: Working paper series
45 |
Schlagworte: | |
Online-Zugang: | Inhaltsverzeichnis |
Beschreibung: | 25 S. |
Internformat
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100 | 1 | |a Camba-Méndez, Gonzalo |e Verfasser |4 aut | |
245 | 1 | 0 | |a Testing the rank of the Hankel matrix |b a statistical approach |c by Gonzalo Camba-Mendez and George Kapetanios |
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490 | 1 | |a European Central Bank: Working paper series |v 45 | |
650 | 4 | |a Hankel operators | |
650 | 4 | |a Monte Carlo method | |
650 | 4 | |a Ranking and selection (Statistics) | |
830 | 0 | |a European Central Bank: Working paper series |v 45 |w (DE-604)BV012681744 |9 45 | |
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943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-009354660 |
Datensatz im Suchindex
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---|---|
adam_text |
CONTENTS
ABSTRACT
5
I
INTRODUCTION
7
2
TESTING
THE
RANK
OF
THE
HANKEL
MATRIX
H
8
2.
1
CRAGG
AND
DONALD
(
1
996)
9
2.2
BARTLETT
(1947)
II
2.3
AKAIKE
(1976)
12
2.4
SCHWARZ
(1978)
12
2.5
RULE
OF
THUMB
13
3
MONTE
CARLO
DESIGN
1
3
4
MONTE
CARLO
RESULTS
ON
RANK
ESTIMATION
14
5
CONCLUSION
1
5
REFERENCES
1
6
TABLES
1
8
EUROPEAN
CENTRAL
BANK
WORKING
PAPER
SERIES
22 |
any_adam_object | 1 |
author | Camba-Méndez, Gonzalo |
author_facet | Camba-Méndez, Gonzalo |
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ctrlnum | (OCoLC)52294898 (DE-599)BVBBV013689808 |
format | Book |
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id | DE-604.BV013689808 |
illustrated | Not Illustrated |
indexdate | 2024-08-14T01:00:20Z |
institution | BVB |
language | English |
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physical | 25 S. |
publishDate | 2001 |
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publisher | European Central Bank |
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series | European Central Bank: Working paper series |
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spelling | Camba-Méndez, Gonzalo Verfasser aut Testing the rank of the Hankel matrix a statistical approach by Gonzalo Camba-Mendez and George Kapetanios Frankfurt am Main European Central Bank 2001 25 S. txt rdacontent n rdamedia nc rdacarrier European Central Bank: Working paper series 45 Hankel operators Monte Carlo method Ranking and selection (Statistics) European Central Bank: Working paper series 45 (DE-604)BV012681744 45 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009354660&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
spellingShingle | Camba-Méndez, Gonzalo Testing the rank of the Hankel matrix a statistical approach European Central Bank: Working paper series Hankel operators Monte Carlo method Ranking and selection (Statistics) |
title | Testing the rank of the Hankel matrix a statistical approach |
title_auth | Testing the rank of the Hankel matrix a statistical approach |
title_exact_search | Testing the rank of the Hankel matrix a statistical approach |
title_full | Testing the rank of the Hankel matrix a statistical approach by Gonzalo Camba-Mendez and George Kapetanios |
title_fullStr | Testing the rank of the Hankel matrix a statistical approach by Gonzalo Camba-Mendez and George Kapetanios |
title_full_unstemmed | Testing the rank of the Hankel matrix a statistical approach by Gonzalo Camba-Mendez and George Kapetanios |
title_short | Testing the rank of the Hankel matrix |
title_sort | testing the rank of the hankel matrix a statistical approach |
title_sub | a statistical approach |
topic | Hankel operators Monte Carlo method Ranking and selection (Statistics) |
topic_facet | Hankel operators Monte Carlo method Ranking and selection (Statistics) |
url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009354660&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
volume_link | (DE-604)BV012681744 |
work_keys_str_mv | AT cambamendezgonzalo testingtherankofthehankelmatrixastatisticalapproach |