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~isPartOf:"Athens Conference on Applied Probability and Time Series Analysis"
~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~isPartOf:"Economics letters"
~person:"Linton, Oliver"
~person:"Robinson, Peter M."
~person:"Zaffaroni, Paolo"
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"locally stationary process"
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Heteroskedastizität
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Theorie
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locally stationary process
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5
1970-1998
2
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2
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Linton, Oliver
Robinson, Peter M.
Zaffaroni, Paolo
Franses, Philip Hans
9
Hassler, Uwe
8
Hecq, Alain W. J.
6
Lee, Junsoo
5
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5
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5
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5
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4
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3
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3
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3
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3
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3
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3
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Conference on Applied Probability and Time Series Analysis <1995, Athen>
1
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Athens Conference on Applied Probability and Time Series Analysis
Discussion paper series / LSE Financial Markets Group
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Journal of econometrics
27
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23
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ECONIS (ZBW)
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1
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
2
Flexible term structure estimation : which method is preferable?
Jeffrey, Andrew
;
Nguyen, Thong
;
Linton, Oliver
-
2004
Persistent link: https://www.econbiz.de/10002815407
Saved in:
3
Flexible term structure estimation : which method is preferred?
Jeffrey, Andrew
;
Linton, Oliver
;
Nguyen, Thong
-
2001
Persistent link: https://www.econbiz.de/10001599301
Saved in:
4
Time series analysis : in memory of E. J. Hannan
Hannan, Edward J.
(
contributor
); …
-
1996
Persistent link: https://www.econbiz.de/10000981763
Saved in:
5
Nonlinear time series with long memory : a model for stochastics volatility
Robinson, Peter M.
;
Zaffaroni, Paolo
-
1996
Persistent link: https://www.econbiz.de/10000985327
Saved in:
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