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~isPartOf:"Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz"
~person:"Beran, Jan"
~person:"Challa, Madhavi Latha"
~subject:"Nichtparametrisches Verfahren"
~subject:"Stock market"
~type_genre:"Arbeitspapier"
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Nichtparametrisches Verfahren
Stock market
ARMA model
7
ARMA-Modell
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Nonparametric statistics
6
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Theory
6
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4
Zeitreihenanalyse
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Beran, Jan
Challa, Madhavi Latha
Feng, Yuanhua
3
Ocker, Dirk
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
CoFE discussion papers
6
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
2
CIE working paper series
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ECONIS (ZBW)
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Iterative plug-in algorithms for SEMIFAR models
Beran, Jan
;
Feng, Yuanhua
-
2001
Persistent link: https://www.econbiz.de/10001672564
Saved in:
2
Detailed simulation results
Beran, Jan
;
Feng, Yuanhua
-
2001
Persistent link: https://www.econbiz.de/10001672848
Saved in:
3
Data-driven estimation of semiparametric fractional autoregressive models
Beran, Jan
;
Feng, Yuanhua
-
2000
Persistent link: https://www.econbiz.de/10001485225
Saved in:
4
SEMIFAR forecasts, with applications to foreign exchange rates
Beran, Jan
;
Ocker, Dirk
-
1999
Persistent link: https://www.econbiz.de/10001387125
Saved in:
5
SEMIFAR models : a semiparametric framework for modelling trends, long range dependence and nonstationarity
Beran, Jan
-
1999
Persistent link: https://www.econbiz.de/10001387131
Saved in:
6
SEMIFAR models, with applications to commodities, exchange rates and the volatility of stock market indices
Beran, Jan
(
contributor
)
-
1999
Persistent link: https://www.econbiz.de/10001387141
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