SEMIFAR models
Year of publication: |
1999
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Authors: | Beran, Jan ; Feng, Yuanhua ; Ocker, Dirk |
Institutions: | Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund |
Subject: | trend differencing | long-range dependence | difference stationarity | fractional ARIMA | BIC | kernel estimation | bandwidth | semiparametric models | forecasting |
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Beran, Jan, (1999)
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Beran, Jan, (1999)
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SEMIFAR forecasts, with applications to foreign exchange rates
Beran, Jan, (1999)
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On robust local polynominal estimation with long-memory errors
Beran, Jan, (2000)
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Beran, Jan, (1999)
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Semiparametric Modeling of Stochastic and Deterministic Trends and Fractional Stationarity
Beran, Jan, (2003)
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