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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"CREATES research paper"
~person:"Grassi, Stefano"
~subject:"Schätztheorie"
~subject:"Share price"
~subject:"Zinsstruktur"
~type:"book"
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Estimation theory
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Grassi, Stefano
Andreasen, Martin Møller
6
Nielsen, Morten Ørregaard
5
Santucci de Magistris, Paolo
5
Bollerslev, Tim
3
Christoffersen, Peter F.
3
Haldrup, Niels
3
Todorov, Viktor
3
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2
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2
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2
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Delle Monache, Davide
2
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2
Rossi, Eduardo
2
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2
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1
Asgharian, Hossein
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1
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CREATES research paper
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Does the ARFIMA really shift?
Delle Monache, Davide
;
Grassi, Stefano
;
Santucci de …
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2016
Persistent link: https://www.econbiz.de/10011648629
Saved in:
2
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:
3
When long memory meets the Kalman Filter : a comparative study
Grassi, Stefano
;
Santucci de Magistris, Paolo
-
2011
Persistent link: https://www.econbiz.de/10009006828
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