Research Catalog

Testing the rank of the Hankel matrix : a statistical approach / by Gonzalo Camba-Mendez and George Kapetanios.

Title
Testing the rank of the Hankel matrix : a statistical approach / by Gonzalo Camba-Mendez and George Kapetanios.
Author
Camba-Mendez, Gonzalo.
Publication
Frankfurt am Main : European Central Bank, c2001.
Supplementary Content
222061452360003941

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TextUse in library QA329.6 .C36x 2001Off-site

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Details

Additional Authors
Kapetanios, G. (George)
Description
25 p.; 30 cm.
Series Statement
Working paper series / European Central Bank, 1561-0810 ; Working paper no. 45
Uniform Title
Working paper series (European Central Bank) ; Working paper no. 45.
Subject
  • Hankel operators
  • Monte Carlo method
  • Ranking and selection (Statistics)
Note
  • "March 2001."
Bibliography (note)
  • Includes bibliographical references (p. 16-17).
Additional Formats (note)
  • Also available from the World Wide Web site (www.ecb.int).
Processing Action (note)
  • committed to retain
Owning Institutions
Harvard Library