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type_genre:"Article in journal"
~isPartOf:"International journal of forecasting"
~isPartOf:"International journal of production research"
~isPartOf:"Quantitative finance"
~subject:"Autokorrelation"
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Search: subject_exact:"Estimation theory"
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Autokorrelation
Estimation theory
229
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1
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1
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International journal of forecasting
International journal of production research
Quantitative finance
Journal of econometrics
76
Economics letters
36
Econometric reviews
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Econometric theory
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Regional science & urban economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Oxford bulletin of economics and statistics
5
The European journal of finance
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
International journal of economics and financial issues : IJEFI
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1
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
Saved in:
2
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes
Wehrli, Alexander
;
Wheatley, Spencer
;
Sornette, Didier
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 729-752
Persistent link: https://www.econbiz.de/10012500185
Saved in:
3
Bias corrections for exponentially transformed forecasts : are they worth the effort?
Demetrescu, Matei
;
Golosnoy, Vasyl
;
Titova, Anna
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 761-780
Persistent link: https://www.econbiz.de/10012496846
Saved in:
4
Stock market trend prediction using a functional time series approach
Huang, Shih-Feng
;
Guo, Meihui
;
Chen, May-Ru
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10012194855
Saved in:
5
Representation, estimation and forecasting of the multivariate index-augmented autoregressive model
Cubadda, Gianluca
;
Guardabascio, Barbara
- In:
International journal of forecasting
35
(
2019
)
1
,
pp. 67-79
Persistent link: https://www.econbiz.de/10012300575
Saved in:
6
Monitoring multistage processes with autocorrelated observations
Kim, Jinho
;
Jeong, Myong K.
;
Elsayed, Elsayed A.
- In:
International journal of production research
55
(
2017
)
7/8
,
pp. 2385-2396
Persistent link: https://www.econbiz.de/10011648619
Saved in:
7
Modelling and joint monitoring of input and output of systems with arbitrary order autoregressive disturbance
Du, Shichang
;
Zhang, Rui
- In:
International journal of production research
54
(
2016
)
5/6
,
pp. 1822-1838
Persistent link: https://www.econbiz.de/10011498245
Saved in:
8
Constrained functional time series : applications to the Italian gas market
Canale, Antonio
;
Vantini, Simone
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1340-1351
Persistent link: https://www.econbiz.de/10011622161
Saved in:
9
Testing the value of probability forecasts for calibrated combining
Lahiri, Kajal
;
Peng, Huaming
;
Zhao, Yongchen
- In:
International journal of forecasting
31
(
2015
)
1
,
pp. 113-129
Persistent link: https://www.econbiz.de/10011327410
Saved in:
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