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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~isPartOf:"Count data autoregression modelling"
~isPartOf:"Econometrics of short and unreliable time series"
~isPartOf:"Progress in financial markets research"
~person:"Hellström, Jörgen"
~subject:"Bond"
~subject:"Chaostheorie"
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Time series analysis
Bond
Chaostheorie
Estimation theory
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Schätztheorie
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Zeitreihenanalyse
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Autocorrelation
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Autokorrelation
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Forecasting model
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Hellström, Jörgen
Brännäs, Kurt
2
Chipman, John Somerset
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Dunis, Christian
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Escribano, Álvaro
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Francis, Freda L.
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Hruschka, Harald
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Jäger, Albert
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Kunst, Robert M.
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Lapham, Beverly J.
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Malliaris, Anastasios G.
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Markellos, Raphaēl N.
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Nordström, Jonas
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Sfetsos, Athanasios
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Sipols, Ana E.
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Count data autoregression modelling
Econometrics of short and unreliable time series
Progress in financial markets research
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ECONIS (ZBW)
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Unit root testing in integer-valued AR(1) models
Hellström, Jörgen
- In:
Count data autoregression modelling
,
(pp. 1-6)
.
1999
Persistent link: https://www.econbiz.de/10001423432
Saved in:
2
Generalized integer-valued autoregression
Brännäs, Kurt
;
Hellström, Jörgen
- In:
Count data autoregression modelling
,
(pp. 1-20)
.
1999
Persistent link: https://www.econbiz.de/10001424834
Saved in:
3
A new approach to modelling and forecasting monthly guest nights in hotels
Brännäs, Kurt
;
Hellström, Jörgen
;
Nordström, Jonas
- In:
Count data autoregression modelling
,
(pp. 1-12)
.
1999
Persistent link: https://www.econbiz.de/10001424840
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