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subject:"Probability theory"
subject:"Time series analysis"
~isPartOf:"Journal of time series econometrics"
~person:"Lange, Theis"
~person:"Peiris, Shelton"
~subject:"Dickey-Fuller Tests"
~subject:"VAR-Modell"
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Probability theory
Time series analysis
Dickey-Fuller Tests
VAR-Modell
Estimation theory
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Lange, Theis
Peiris, Shelton
Arvanitis, Stelios
2
Asai, Manabu
2
Kurozumi, Eiji
2
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2
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Liu-Evans, Gareth D.
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Journal of time series econometrics
CREATES research paper
1
Journal of econometrics
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Risks : open access journal
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School of Accounting, Finance and Economics & FEMARC working paper series
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Tinbergen Institute Discussion Paper 2017-105/III
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A general frequency domain estimation method for Gegenbauer processes
Hunt, Richard
;
Peiris, Shelton
;
Weber, Neville C.
- In:
Journal of time series econometrics
13
(
2021
)
2
,
pp. 119-144
Persistent link: https://www.econbiz.de/10012612765
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2
Cointegrated dynamics for a generalized long memory process : application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012258310
Saved in:
3
On convergence of the QMLE for misspecified GARCH models
Jensen, Anders Tolver
;
Lange, Theis
- In:
Journal of time series econometrics
2
(
2010
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009623323
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