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person:"Francq, Christian"
~person:"Liesenfeld, Roman"
~person:"Maravall Herrero, Agustín"
~subject:"ARMA model"
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Search: subject_exact:"ARFIMA model"
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ARMA model
ARMA-Modell
23
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18
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18
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13
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13
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6
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6
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Francq, Christian
Liesenfeld, Roman
Maravall Herrero, Agustín
Gil-Alaña, Luis A.
23
McAleer, Michael
22
Beran, Jan
18
Feng, Yuanhua
12
Poskitt, Donald Stephen
12
Karanasos, Menelaos
11
Sibbertsen, Philipp
11
Lütkepohl, Helmut
10
Palm, Franz C.
10
Silvestrini, Andrea
10
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9
Koopman, Siem Jan
9
Vahid, Farshid
9
Baillie, Richard
8
Kapetanios, George
8
Laurent, Sébastien
8
Saikkonen, Pentti
8
Asai, Manabu
7
Glabadanidis, Paskalis
7
Gupta, Rangan
7
Hecq, Alain W. J.
7
Lieberman, Offer
7
Ocker, Dirk
7
Phillips, Peter C. B.
7
Račev, Svetlozar T.
7
Bhardwaj, Geetesh
6
Chan, Joshua
6
Dufays, Arnaud
6
Fabozzi, Frank J.
6
Hauser, Michael A.
6
Hyndman, Rob J.
6
Lardic, Sandrine
6
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6
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6
Meitz, Mika
6
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6
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2
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ECONIS (ZBW)
23
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11
Combining nonparametric and optimal linear time series predictions
Dabo-Niang, Sophie
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935357
Saved in:
12
An application of tramo-seats : changes in seasonality and current trend-cycle assessment ; the German retail trade turnover series
Kaiser, Regina
;
Maravall Herrero, Agustín
-
2000
Persistent link: https://www.econbiz.de/10001514391
Saved in:
13
Notes on time series analysis, ARIMA models and signal extraction
Kaiser, Regina
;
Maravall Herrero, Agustín
-
2000
Persistent link: https://www.econbiz.de/10001514394
Saved in:
14
An application of tramo-seats : model selection and out-of-sample performance ; the Swiss CPI series
Maravall Herrero, Agustín
;
Sánchez, Fernando J.
-
2000
Persistent link: https://www.econbiz.de/10001514396
Saved in:
15
Combining filter design with model-based filtering (with an application to business-cycle estimation)
Kaiser, Regina
;
Maravall Herrero, Agustín
- In:
International journal of forecasting
21
(
2005
)
4
,
pp. 691-710
Persistent link: https://www.econbiz.de/10003150693
Saved in:
16
Comments on "Combining filter design with model-based filtering"
Fernández Macho, Francisco Javier
- In:
International journal of forecasting
21
(
2005
)
4
,
pp. 711-715
Persistent link: https://www.econbiz.de/10003150694
Saved in:
17
Modelling financial transaction price movements : a dynamic integer count data model
Liesenfeld, Roman
;
Nolte, Ingmar
;
Pohlmeier, Winfried
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
4
,
pp. 795-825
Persistent link: https://www.econbiz.de/10003233759
Saved in:
18
Diagnostic checking in ARMA models with uncorrelated errors
Francq, Christian
;
Roy, Roch
;
Zakoïan, Jean-Michel
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
470
,
pp. 532-544
Persistent link: https://www.econbiz.de/10002929352
Saved in:
19
Ein dynamisches Hürdenmodell für diskrete Transaktionspreisänderungen auf Finanzmärkten
Liesenfeld, Roman
- In:
Empirische Wirtschaftsforschung : Methoden und …
,
(pp. 153 - 177)
.
2003
Persistent link: https://www.econbiz.de/10014554667
Saved in:
20
Stationarity of multivariateMarkov-switching ARMA models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
102
(
2001
)
2
,
pp. 339-364
Persistent link: https://www.econbiz.de/10001580640
Saved in:
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