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subject:"Stochastischer Prozess"
~isPartOf:"Discussion paper / Institute for Empirical Macroeconomics"
~isPartOf:"Economics letters"
~isPartOf:"Journal of economic dynamics & control"
~subject:"ARCH-Modell"
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Search: subject_exact:"ARFIMA-Modell"
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1
Continuous time ARMA processes : discrete time representation and likelihood evaluation
Thornton, Michael A.
;
Chambers, Marcus J.
- In:
Journal of economic dynamics & control
79
(
2017
),
pp. 48-65
Persistent link: https://www.econbiz.de/10011817599
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2
Spectral density of Markov-switching VARMA models
Cavicchioli, Maddalena
- In:
Economics letters
121
(
2013
)
2
,
pp. 218-220
Persistent link: https://www.econbiz.de/10010346322
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3
Herding, a-synchronous updating and heterogeneity in memory in a CBS
Diks, Cees G. H.
;
Weide, Roy van der
- In:
Journal of economic dynamics & control
29
(
2005
)
4
,
pp. 741-763
Persistent link: https://www.econbiz.de/10002702762
Saved in:
4
Tests for time reversibility : a complementarity analysis
Belaire-Franch, Jorge
;
Contreras, Dulce
- In:
Economics letters
81
(
2003
)
2
,
pp. 187-195
Persistent link: https://www.econbiz.de/10001826049
Saved in:
5
Relationship between inflation rate and inflation uncertainty
Hwang, Y.
- In:
Economics letters
73
(
2001
)
2
,
pp. 179-186
Persistent link: https://www.econbiz.de/10001613710
Saved in:
6
A time series model with periodic stochastic regime switching
Ghysels, Eric
-
1993
Persistent link: https://www.econbiz.de/10000865918
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