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accessRights:"free"
type_genre:"Forschungsbericht"
~person:"Auer, Corinna"
~person:"Erdbrügge, Martina"
~person:"Green, Kesten C."
~person:"Sibbertsen, Philipp"
~source:"econis"
~type:"book"
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Auer, Corinna
Erdbrügge, Martina
Green, Kesten C.
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Dette, Holger
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Structured analogies for forecasting
Green, Kesten C.
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Armstrong, Jon Scott
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2004
Persistent link: https://www.econbiz.de/10002474664
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Distinguishing between long-range dependence and deterministic trends
Sibbertsen, Philipp
;
Venetis, Ioannis
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2003
Persistent link: https://www.econbiz.de/10001813104
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An experiment to compare the combined array and the product array for robust parameter design
Kunert, Joachim
;
Auer, Corinna
;
Erdbrügge, Martina
; …
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2003
Persistent link: https://www.econbiz.de/10001788637
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4
Log-periodogram estimation of the memory parameter of a long-memory process under trend
Sibbertsen, Philipp
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2001
Persistent link: https://www.econbiz.de/10001675713
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5
Long-memory in volatilities of German stock returns
Sibbertsen, Philipp
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2001
Persistent link: https://www.econbiz.de/10001675715
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