Empirical characteristic functions-based estimation and distance correlation for locally stationary processes
Year of publication: |
November 1, 2016 ; Version: November 1, 2016
|
---|---|
Authors: | Jentsch, Carsten ; Leucht, Anne ; Meyer, Marco ; Beering, Carina |
Publisher: |
Mannheim : Universität Mannheim, Department of Economics |
Subject: | empirical characteristic function | local stationarity | time series | stable distributions | (local) distance correlation | minimum distance estimation | process convergence | asymptotic theory | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Korrelation | Correlation | Stochastischer Prozess | Stochastic process | Schätzung | Estimation | Statistische Verteilung | Statistical distribution |
Extent: | 1 Online-Ressource (circa 55 Seiten) Illustrationen |
---|---|
Series: | Working paper series. - Mannheim : Universität Mannheim, ZDB-ID 2859003-X. - Vol. 16-15 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Other identifiers: | hdl:10419/149592 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Jentsch, Carsten, (2016)
-
Wavelet estimation performance of fractional integrated processes with heavy-tails
Boubaker, Heni, (2020)
-
Some results for extreme value processes in analogy to the Gaussian spectral representation
Ehlert, Andree, (2010)
- More ...
-
Jentsch, Carsten, (2016)
-
Jentsch, Carsten, (2019)
-
Bootstrapping Sample Quantiles of Discrete Data
Jentsch, Carsten, (2014)
- More ...