2 Treffer für Schlagwort = "Nichtgaußscher Prozess"

• Block-recursive non-Gaussian structural vector autoregressions Keweloh, Sascha Alexander ; Hetzenecker, Stephan Johannes ; Seepe, Andre [Dortmund] : SFB 823, 2021

• Efficiency gains in structural vector autoregressions by selecting informative higher-order moment conditions Keweloh, Sascha Alexander ; Hetzenecker, Stephan Johannes [Dortmund] : SFB 823, 2021