Spectral density estimation via nonlinear wavelet methods for stationary non-Gaussian times series:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Berlin
Humboldt- Univ., Wirtschaftswiss. Fak.
1995
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| Schriftenreihe: | Discussion paper / Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse
95,61 |
| Beschreibung: | 30 S. |
Internformat
MARC
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| 245 | 1 | 0 | |a Spectral density estimation via nonlinear wavelet methods for stationary non-Gaussian times series |c Michael H. Neumann |
| 264 | 1 | |a Berlin |b Humboldt- Univ., Wirtschaftswiss. Fak. |c 1995 | |
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| 337 | |b n |2 rdamedia | ||
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| 490 | 1 | |a Discussion paper / Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse |v 95,61 | |
| 810 | 2 | |a Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse <Berlin> |t Discussion paper |v 95,61 |w (DE-604)BV012925295 |9 95,61 | |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-019526004 | ||
Datensatz im Suchindex
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| author | Neumann, Michael H. 1962- |
| author_GND | (DE-588)136894437 |
| author_facet | Neumann, Michael H. 1962- |
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| author_sort | Neumann, Michael H. 1962- |
| author_variant | m h n mh mhn |
| building | Verbundindex |
| bvnumber | BV024849302 |
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| ctrlnum | (OCoLC)916985861 (DE-599)BVBBV024849302 |
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| id | DE-604.BV024849302 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-09T22:22:24Z |
| institution | BVB |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-019526004 |
| oclc_num | 916985861 |
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| owner_facet | DE-11 |
| physical | 30 S. |
| publishDate | 1995 |
| publishDateSearch | 1995 |
| publishDateSort | 1995 |
| publisher | Humboldt- Univ., Wirtschaftswiss. Fak. |
| record_format | marc |
| series2 | Discussion paper / Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse |
| spelling | Neumann, Michael H. 1962- Verfasser (DE-588)136894437 aut Spectral density estimation via nonlinear wavelet methods for stationary non-Gaussian times series Michael H. Neumann Berlin Humboldt- Univ., Wirtschaftswiss. Fak. 1995 30 S. txt rdacontent n rdamedia nc rdacarrier Discussion paper / Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse 95,61 Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse <Berlin> Discussion paper 95,61 (DE-604)BV012925295 95,61 |
| spellingShingle | Neumann, Michael H. 1962- Spectral density estimation via nonlinear wavelet methods for stationary non-Gaussian times series |
| title | Spectral density estimation via nonlinear wavelet methods for stationary non-Gaussian times series |
| title_auth | Spectral density estimation via nonlinear wavelet methods for stationary non-Gaussian times series |
| title_exact_search | Spectral density estimation via nonlinear wavelet methods for stationary non-Gaussian times series |
| title_full | Spectral density estimation via nonlinear wavelet methods for stationary non-Gaussian times series Michael H. Neumann |
| title_fullStr | Spectral density estimation via nonlinear wavelet methods for stationary non-Gaussian times series Michael H. Neumann |
| title_full_unstemmed | Spectral density estimation via nonlinear wavelet methods for stationary non-Gaussian times series Michael H. Neumann |
| title_short | Spectral density estimation via nonlinear wavelet methods for stationary non-Gaussian times series |
| title_sort | spectral density estimation via nonlinear wavelet methods for stationary non gaussian times series |
| volume_link | (DE-604)BV012925295 |
| work_keys_str_mv | AT neumannmichaelh spectraldensityestimationvianonlinearwaveletmethodsforstationarynongaussiantimesseries |