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subject:"Zeitreihenanalyse"
type_genre:"Aufsatz im Buch"
~language:"eng"
~person:"Mélard, Guy"
~type_genre:"Bibliografie enthalten"
~type_genre:"Working Paper"
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Zeitreihenanalyse
Estimation theory
10
Schätztheorie
10
Time series analysis
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multivariate time series
4
time-varying models
4
ARMA model
3
ARMA-Modell
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non-stationary process
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Forecast
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Non-stationary process
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Prognose
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Theorie
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time series
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Autocorrelation
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Metal market
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Metallmarkt
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VAR-Modell
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array process
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identifiability
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information matrix
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least-square array
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locally stationary processes
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multivariatetime series
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Mélard, Guy
Gao, Jiti
40
Koopman, Siem Jan
31
Phillips, Peter C. B.
27
Johansen, Søren
24
Nielsen, Morten Ørregaard
24
Lütkepohl, Helmut
22
Maravall Herrero, Agustín
22
Franses, Philip Hans
19
Sibbertsen, Philipp
19
Teräsvirta, Timo
19
Lucas, André
16
Peng, Bin
16
Kapetanios, George
15
Swanson, Norman R.
14
Gouriéroux, Christian
13
Hyndman, Rob J.
13
Härdle, Wolfgang
13
Pesaran, M. Hashem
13
Brännäs, Kurt
11
Gómez, Víctor
11
Koop, Gary
11
Linton, Oliver
11
Nielsen, Bent
11
Ooms, Marius
11
Martin, Gael M.
10
Miller, J. Isaac
10
Spokojnyj, Vladimir G.
10
Beran, Jan
9
Blasques, Francisco
9
Dong, Chaohua
9
Feng, Yuanhua
9
Giraitis, Liudas
9
Li, Degui
9
Schlicht, Ekkehart
9
Taylor, Robert
9
Bauwens, Luc
8
Cai, Zongwu
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ECARES working paper
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ECONIS (ZBW)
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1
General estimation results for tdVARMA Array Models
Alj, Abdelkamel
;
Azrak, Rajae
;
Mélard, Guy
-
2022
Persistent link: https://www.econbiz.de/10013343501
Saved in:
2
Asymptotic properties of conditional least-squares estimators for array time series
Azral, Rajae
;
Mélard, Guy
-
2020
Persistent link: https://www.econbiz.de/10012242676
Saved in:
3
An indirect proof for the asymptotic properties of VARMA model estimators
Mélard, Guy
-
2020
Persistent link: https://www.econbiz.de/10012242681
Saved in:
4
Autoregressive models with time-dependent coefficients a comparison between several approaches
Azrak, Rajae
;
Mélard, Guy
-
2017
Persistent link: https://www.econbiz.de/10012098089
Saved in:
5
Asymptomatic properties of conditional least-squares estimators for array time series
Azrak, Rajae
;
Mélard, Guy
-
2017
Persistent link: https://www.econbiz.de/10012098101
Saved in:
6
Asymptotic properties of QML estimators for VARMA models with time-dependent coefficients
Alj, Abdelkamer
;
Azrak, Rajae
;
Ley, Christophe
;
Mélard, Guy
-
2016
Persistent link: https://www.econbiz.de/10011672524
Saved in:
7
Asymptotic properties of QML estimators for VARMA models with time-dependent coefficients : part I
Alj, Abdelkamel
;
Ley, Christophe
;
Mélard, Guy
-
2015
Persistent link: https://www.econbiz.de/10011289207
Saved in:
8
Forecast intervals in Arch exponential smoothing
Broze, Laurence
;
Mélard, Guy
;
Scaillet, Olivier
-
1994
Persistent link: https://www.econbiz.de/10000902195
Saved in:
9
Forecast intervals in ARCH exponential smoothing
Broze, Laurence
;
Mélard, Guy
;
Scaillet, Olivier
-
1994
Persistent link: https://www.econbiz.de/10000908408
Saved in:
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