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~isPartOf:"Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz"
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Search: subject_exact:"ARIMA model"
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
Economics letters
35
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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1
Kernel smoothed prediction intervals for ARMA models
Abberger, Klaus
-
2002
Persistent link: https://www.econbiz.de/10001686398
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2
Iterative plug-in algorithms for SEMIFAR models
Beran, Jan
;
Feng, Yuanhua
-
2001
Persistent link: https://www.econbiz.de/10001672564
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3
Detailed simulation results
Beran, Jan
;
Feng, Yuanhua
-
2001
Persistent link: https://www.econbiz.de/10001672848
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4
Data-driven estimation of semiparametric fractional autoregressive models
Beran, Jan
;
Feng, Yuanhua
-
2000
Persistent link: https://www.econbiz.de/10001485225
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5
Iterative plug-in algorithms for SEMIFAR models : definition, convergence and asymptotic properties
Beran, Jan
;
Feng, Yuanhua
-
2001
Persistent link: https://www.econbiz.de/10001672842
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6
Determinants of inter-trade durations and hazard rates using proportional hazard ARMA models
Gerhard, Frank
-
2000
Persistent link: https://www.econbiz.de/10013436039
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7
Temporal aggregation of stationary and nonstationary FARIMA (p, d, 0) models
Beran, Jan
-
2000
Persistent link: https://www.econbiz.de/10013436246
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8
SEMIFAR forecasts, with applications to foreign exchange rates
Beran, Jan
;
Ocker, Dirk
-
1999
Persistent link: https://www.econbiz.de/10001387125
Saved in:
9
SEMIFAR models : a semiparametric framework for modelling trends, long range dependence and nonstationarity
Beran, Jan
-
1999
Persistent link: https://www.econbiz.de/10001387131
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10
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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