//--> //--> //-->
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:"International journal of forecasting"
~subject:"Schätztheorie"
~subject:"Volatility"
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
Volatility
ARMA model
34
ARMA-Modell
34
Forecasting model
18
Prognoseverfahren
18
Time series analysis
15
Zeitreihenanalyse
15
Theorie
13
Theory
13
USA
5
United States
5
Energieprognose
4
Energy forecast
4
Großbritannien
4
Inflation
4
United Kingdom
4
Estimation
3
Estimation theory
3
Neural networks
3
Neuronale Netze
3
Saisonkomponente
3
Schätzung
3
Seasonal component
3
Stochastic process
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
ARIMA models
2
Arbeitslosigkeit
2
Cointegration
2
Energiekonsum
2
Energy consumption
2
Forecast
2
Frühindikator
2
Kointegration
2
Leading indicator
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
6
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
7
Author
All
Baillie, Richard
3
Chaleampong Kongcharoen
2
Kapetanios, George
2
Arteche, Josu
1
Breitung, Jörg
1
Chan, Joshua
1
Cross, Jamie
1
Hafner, Christian M.
1
Hyndman, Rob J.
1
Kang, Yanfei
1
Li, Feng
1
Taylor, James W.
1
Wang, Xiaoqian
1
Zhang, Bo
1
more ...
less ...
Published in...
All
International journal of forecasting
Econometric theory
11
Discussion paper / Tinbergen Institute
10
Journal of econometrics
10
Economics letters
8
Computational economics
7
Journal of time series econometrics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Working paper / Department of Econometrics and Business Statistics, Monash University
5
Applied economics
4
CAMA working paper series
4
Discussion papers in economics
4
Journal of empirical finance
4
ECARES working paper
3
Economic modelling
3
International Journal of Energy Economics and Policy : IJEEP
3
International journal of economics and financial issues : IJEFI
3
Research reports / LSE
3
Statistical papers
3
The North American journal of economics and finance : a journal of financial economics studies
3
Asia-Pacific financial markets
2
Banque de France Working Paper
2
Brazilian review of econometrics : the review of the Brazilian Econometric Society
2
CREATES research paper
2
Econometric reviews
2
Econometrics : open access journal
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Essays on financial time series models
2
Forecasting volatility in the financial markets
2
Handbook of economic forecasting ; Vol. 1
2
International journal of economics and finance
2
Journal of Asian economics
2
Journal of banking & finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of forecasting
2
Journal of international financial markets, institutions & money
2
Journal of risk and financial management : JRFM
2
Journal of the American Statistical Association : JASA
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Notes d'études et de recherche : NER
2
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
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
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1318-1328
Persistent link: https://www.econbiz.de/10012546706
Saved in:
3
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:
4
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:
5
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:
6
Density forecasting for the efficient balancing of the generation and consumption of electricity
Taylor, James W.
- In:
International journal of forecasting
22
(
2006
)
4
,
pp. 707-724
Persistent link: https://www.econbiz.de/10003385855
Saved in:
7
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...
//-->