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subject:"Zeitreihenanalyse"
~type_genre:"Aufsatzsammlung"
~type_genre:"Conference paper"
~type_genre:"Reprint"
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Search: subject_exact:"Autoregressives Modell"
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Zeitreihenanalyse
Autocorrelation
21
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10
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Bollerslev, Tim
1
Dickey, David A.
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Engle, Robert F.
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Meitz, Mika
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1
Subgeometrically ergodic autoregressions
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
38
(
2022
)
5
,
pp. 959-985
Persistent link: https://www.econbiz.de/10013469687
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2
Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim
(
ed.
);
Engle, Robert F.
(
honouree
); …
-
2010
-
1. publ.
Persistent link: https://www.econbiz.de/10003861657
Saved in:
3
Determining the order of differencing in autoregressive processes
Dickey, David A.
;
Pantula, Sastry G.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
1
,
pp. 18-24
Persistent link: https://www.econbiz.de/10001639870
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