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type_genre:"Working Paper"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~person:"Drost, Feike C."
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Estimation theory
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Drost, Feike C.
Werker, Bas J. M.
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Čížek, Pavel
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Durbin, James
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Koopman, Siem Jan
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Nijman, Theodore E.
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Discussion paper / Center for Economic Research, Tilburg University
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ECONIS (ZBW)
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Note on integer-valued bilinear time series models
Drost, Feike C.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003656746
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2
Adaptive estimation in time-series models
Drost, Feike C.
;
Klaassen, Chris A.
;
Werker, Bas J. M.
-
1994
Persistent link: https://www.econbiz.de/10000900412
Saved in:
3
Closing the GARCH gap : continuous time GARCH modeling
Drost, Feike C.
;
Werker, Bas J. M.
-
1994
Persistent link: https://www.econbiz.de/10000879810
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