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subject:"Stochastischer Prozess"
~isPartOf:"Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz"
~subject:"Cointegration"
~subject:"Theorie"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"ARFIMA-Modell"
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Stochastischer Prozess
Cointegration
Theorie
ARMA model
9
ARMA-Modell
9
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8
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6
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6
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Beran, Jan
6
Feng, Yuanhua
3
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Gerhard, Frank
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
CoFE discussion papers
8
Discussion paper / Tinbergen Institute
8
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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CREATES research paper
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Working paper / National Bureau of Economic Research, Inc.
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Kernel smoothed prediction intervals for ARMA models
Abberger, Klaus
-
2002
Persistent link: https://www.econbiz.de/10001686398
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2
Iterative plug-in algorithms for SEMIFAR models
Beran, Jan
;
Feng, Yuanhua
-
2001
Persistent link: https://www.econbiz.de/10001672564
Saved in:
3
Detailed simulation results
Beran, Jan
;
Feng, Yuanhua
-
2001
Persistent link: https://www.econbiz.de/10001672848
Saved in:
4
Data-driven estimation of semiparametric fractional autoregressive models
Beran, Jan
;
Feng, Yuanhua
-
2000
Persistent link: https://www.econbiz.de/10001485225
Saved in:
5
Determinants of inter-trade durations and hazard rates using proportional hazard ARMA models
Gerhard, Frank
-
2000
Persistent link: https://www.econbiz.de/10013436039
Saved in:
6
Temporal aggregation of stationary and nonstationary FARIMA (p, d, 0) models
Beran, Jan
-
2000
Persistent link: https://www.econbiz.de/10013436246
Saved in:
7
SEMIFAR forecasts, with applications to foreign exchange rates
Beran, Jan
;
Ocker, Dirk
-
1999
Persistent link: https://www.econbiz.de/10001387125
Saved in:
8
SEMIFAR models : a semiparametric framework for modelling trends, long range dependence and nonstationarity
Beran, Jan
-
1999
Persistent link: https://www.econbiz.de/10001387131
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