//--> //--> //-->
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
subject:"Stochastischer Prozess"
~isPartOf:"CAMA working paper series"
~isPartOf:"International journal of forecasting"
~subject:"Schätztheorie"
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:"ARFIMA-Modell"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Schätztheorie
ARMA model
38
ARMA-Modell
38
Forecasting model
21
Prognoseverfahren
21
Time series analysis
18
Zeitreihenanalyse
18
Theorie
14
Theory
14
Stochastic process
7
Volatility
6
Volatilität
6
Estimation
5
Inflation
5
Schätzung
5
USA
5
United States
5
Energieprognose
4
Energy forecast
4
Estimation theory
4
Großbritannien
4
United Kingdom
4
ARCH model
3
ARCH-Modell
3
Inflation rate
3
Inflationsrate
3
Neural networks
3
Neuronale Netze
3
Saisonkomponente
3
Seasonal component
3
State space model
3
Zustandsraummodell
3
ARIMA models
2
ARMA
2
Arbeitslosigkeit
2
Cointegration
2
Energiekonsum
2
Energy consumption
2
Forecast
2
more ...
less ...
Online availability
All
Free
4
Undetermined
3
Type of publication
All
Article
5
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Graue Literatur
4
Non-commercial literature
4
Arbeitspapier
3
Working Paper
3
Collection of articles of several authors
1
Sammelwerk
1
more ...
less ...
Language
All
English
10
Author
All
Baillie, Richard
3
Chan, Joshua
3
Chaleampong Kongcharoen
2
Kapetanios, George
2
Zhang, Bo
2
Arteche, Josu
1
Breitung, Jörg
1
Chan, Joshua C. C.
1
Cross, Jamie
1
Cross, Jamie L.
1
Hafner, Christian M.
1
Hyndman, Rob J.
1
Kang, Yanfei
1
Li, Feng
1
Wang, Xiaoqian
1
Zhu, Beili
1
more ...
less ...
Published in...
All
CAMA working paper series
International journal of forecasting
Econometric theory
11
Discussion paper / Tinbergen Institute
7
Economics letters
7
Journal of econometrics
7
Computational economics
6
Journal of time series econometrics
6
Working paper / Department of Econometrics and Business Statistics, Monash University
5
Applied economics
3
ECARES working paper
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Research reports / LSE
3
Statistical papers
3
Banque de France Working Paper
2
Brazilian review of econometrics : the review of the Brazilian Econometric Society
2
CREATES research paper
2
Discussion papers in economics
2
Econometrics : open access journal
2
Essays on financial time series models
2
Handbook of economic forecasting ; Vol. 1
2
International Journal of Energy Economics and Policy : IJEEP
2
Journal of empirical finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of forecasting
2
Journal of risk and financial management : JRFM
2
Journal of the American Statistical Association : JASA
2
Notes d'études et de recherche : NER
2
The econometrics journal
2
The empirical economics letters : a monthly international journal of economics
2
The journal of prediction markets
2
A statistical equilibrium perspective on corporate profitability
1
ANU working papers in economics and econometrics
1
Amfiteatru economic : an economic and business research periodical
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Annals of finance
1
Annals of financial economics
1
Asia-Pacific financial markets
1
BGPE discussion paper : Bavarian graduate program in economics
1
BSP working paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Distributed ARIMA models for ultra-long time series
Wang, Xiaoqian
;
Kang, Yanfei
;
Hyndman, Rob J.
;
Li, Feng
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1163-1184
Persistent link: https://www.econbiz.de/10014465263
Saved in:
2
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie L.
-
2018
Persistent link: https://www.econbiz.de/10012202537
Saved in:
3
Forecasting the real price of oil under alternative specifications of constant and time-varying volatility
Zhu, Beili
-
2017
Persistent link: https://www.econbiz.de/10011746620
Saved in:
4
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1318-1328
Persistent link: https://www.econbiz.de/10012546706
Saved in:
5
Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011758202
Saved in:
6
Moving average stochastic volatility models with application to inflation forecast
Chan, Joshua C. C.
-
2013
Persistent link: https://www.econbiz.de/10009750019
Saved in:
7
A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1247-1255
Persistent link: https://www.econbiz.de/10011622143
Saved in:
8
Parametric vs. semiparametric long memory : comments on "Prediction from ARFIMA models : Comparison between MLE and semiparametric estimation"
Arteche, Josu
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 54-56
Persistent link: https://www.econbiz.de/10009581402
Saved in:
9
Prediction from ARFIMA models : comparisons between MLE and semiparametric estimation procedures
Baillie, Richard
;
Chaleampong Kongcharoen
;
Kapetanios, …
- In:
International journal of forecasting
28
(
2012
)
1
,
pp. 46-53
Persistent link: https://www.econbiz.de/10009581412
Saved in:
10
Special issue: Forecasting long memory processes
Baillie, Richard
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001667912
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->