//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Discussion papers"
~isPartOf:"CREATES research paper"
~person:"Delle Monache, Davide"
~person:"He, Changli"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Time series analysis"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
5
Zeitreihenanalyse
5
Autocorrelation
3
Autokorrelation
3
Estimation
3
Saisonale Schwankungen
3
Schätzung
3
Seasonal variations
3
Theorie
3
Theory
3
Nichtlineare Regression
2
Nonlinear regression
2
Saisonkomponente
2
Seasonal component
2
nonlinear model
2
ARMA model
1
ARMA-Modell
1
Changing seasonality
1
China
1
Climate change
1
Cointegration
1
Correlation
1
EU countries
1
EU-Staaten
1
Estimation theory
1
Großbritannien
1
Klimawandel
1
Kointegration
1
Korrelation
1
Schätztheorie
1
State space model
1
USA
1
United Kingdom
1
United States
1
VAR model
1
VAR-Modell
1
Zustandsraummodell
1
changing seasonality
1
long monthly Chinese temperature series
1
nonlinear time series
1
more ...
less ...
Online availability
All
Free
5
Type of publication
All
Book / Working Paper
5
Type of publication (narrower categories)
All
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Language
All
English
5
Author
All
Delle Monache, Davide
He, Changli
Teräsvirta, Timo
18
Johansen, Søren
15
Nielsen, Morten Ørregaard
15
Kruse, Robinson
12
Grassi, Stefano
8
Podolskij, Mark
8
Proietti, Tommaso
8
Santucci de Magistris, Paolo
7
Haldrup, Niels
6
Cavaliere, Giuseppe
5
Ergemen, Yunus Emre
5
Hansen, Peter Reinhard
5
Taylor, Robert
5
Christensen, Kim
4
Hillebrand, Eric
4
Kang, Jian
4
Kristensen, Dennis
4
Nielsen, Bent
4
Nonejad, Nima
4
Silvennoinen, Annastiina
4
Voev, Valeri
4
Amado, Cristina
3
Bennedsen, Mikkel
3
Bredahl Kock, Anders
3
Christensen, Bent Jesper
3
Christoffersen, Peter F.
3
Hounyo, Ulrich
3
Kanaya, Shin
3
Lange, Theis
3
Lunde, Asger
3
Rahbek, Anders
3
Rossi, Eduardo
3
Silvapulle, Paramsothy
3
Yang, Yukai
3
Zhang, Shuhua
3
Andersen, Torben
2
Bauwens, Luc
2
Dahl, Christian M.
2
more ...
less ...
Published in...
All
Discussion papers
CREATES research paper
Statistical properties of GARCH processes
4
Temi di discussione / Banca d'Italia
3
Working paper series in economics and finance
3
Discussion papers / CEPR
2
Econometric reviews
2
Energy economics
2
SSE EFI working paper series in economics and finance
2
Bank of Italy Occasional Paper
1
Discussion paper / Centre for Economic Policy Research
1
Discussion papers / University of Kent, School of Economics
1
ECB Working Paper
1
Economics letters
1
Economics working paper
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Questioni di economia e finanza
1
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
1
Working paper
1
Working paper series / European Central Bank
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316885
Saved in:
2
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316892
Saved in:
3
The shifting seasonal mean autoregressive model and seasonality in the Central England monthly temperature series, 1772-2016
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2018
Persistent link: https://www.econbiz.de/10011864964
Saved in:
4
Does the ARFIMA really shift?
Delle Monache, Davide
;
Grassi, Stefano
;
Santucci de …
-
2016
Persistent link: https://www.econbiz.de/10011648629
Saved in:
5
Testing for level shifts in fractionally integrated processes : a state space approach
Delle Monache, Davide
;
Grassi, Stefano
;
Santucci de …
-
2015
Persistent link: https://www.econbiz.de/10011296884
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->