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subject:"Zeitreihenanalyse"
type_genre:"Aufsatz im Buch"
~person:"Sibbertsen, Philipp"
~subject:"Statistischer Test"
~type_genre:"Collection of articles of several authors"
~type_genre:"Forschungsbericht"
~type_genre:"Textbook"
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Zeitreihenanalyse
Statistischer Test
Estimation theory
5
Schätztheorie
5
Time series analysis
3
Deutschland
2
Germany
2
Börsenkurs
1
Capital income
1
Estimation
1
Großbritannien
1
Induktive Statistik
1
Inferenzstatistik
1
Inflation rate
1
Inflationsrate
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Kapitaleinkommen
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Langes Gedächtnis
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Lokal Stationäre Prozesse
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Long memory
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Monte-Carlo-Simulation
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Robust statistics
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Robuste Statistik
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Robustes Verfahren
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Schätzung
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Share price
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Statistical inference
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Statistische Schlussweise
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United Kingdom
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United States
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Volatility
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long memory
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Aufsatz im Buch
Collection of articles of several authors
Forschungsbericht
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Arbeitspapier
19
Working Paper
19
Graue Literatur
17
Non-commercial literature
17
Article in journal
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Aufsatz in Zeitschrift
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Sibbertsen, Philipp
Harvey, Andrew C.
8
Engle, Robert F.
5
Gredenhoff, Mikael P.
5
Steland, Ansgar
4
Andersson, Michael K.
3
Baltagi, Badi H.
3
Dufour, Jean-Marie
3
Elagin, Mstislav
3
Gao, Jiti
3
Hellström, Jörgen
3
Hendry, David F.
3
King, Maxwell L.
3
Lee, Sangyeol
3
Lütkepohl, Helmut
3
Spokojnyj, Vladimir G.
3
Winkelmann, Rainer
3
Barnett, William A.
2
Brännäs, Kurt
2
Chan, Ngai Hang
2
Cuthbertson, Keith
2
Feng, Yuanhua
2
Fomby, Thomas B.
2
Franke, Jürgen
2
Gospodinov, Nikolaj
2
Granger, C. W. J.
2
He, Changli
2
Heiler, Siegfried
2
Johansen, Søren
2
Kane-Janus, Couro
2
Kock, Anders Bredahl
2
Leipus, Remigijus
2
Medeiros, Marcelo C.
2
Mills, Terence C.
2
Mátyás, László
2
Pathairat Pastpipatkul
2
Pauly, Ralf
2
Pesaran, M. Hashem
2
Phillips, Peter C. B.
2
Polasek, Wolfgang
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Institution
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Gottfried Wilhelm Leibniz Universität Hannover
1
Published in...
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
2
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ECONIS (ZBW)
3
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Essays on robust long memory inference
Will, Michael Wolfgang
-
2018
Persistent link: https://www.econbiz.de/10012123519
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2
Distinguishing between long-range dependence and deterministic trends
Sibbertsen, Philipp
;
Venetis, Ioannis
-
2003
Persistent link: https://www.econbiz.de/10001813104
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3
Log-periodogram estimation of the memory parameter of a long-memory process under trend
Sibbertsen, Philipp
-
2001
Persistent link: https://www.econbiz.de/10001675713
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