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~isPartOf:"Journal of time series econometrics"
~person:"Aubin, Elisete C. Q."
~person:"Chiann, Chang"
~person:"Peiris, Shelton"
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Estimation theory
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Aubin, Elisete C. Q.
Chiann, Chang
Peiris, Shelton
Asai, Manabu
3
Amir, Abdoulkarim Ilmi
2
Arvanitis, Stelios
2
Dēmos, Antōnēs A.
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Journal of time series econometrics
School of Accounting, Finance and Economics & FEMARC working paper series
3
Economics letters
1
Journal of econometrics
1
Risks : open access journal
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The North American journal of economics and finance : a journal of financial economics studies
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Tinbergen Institute Discussion Paper 2017-105/III
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A general frequency domain estimation method for Gegenbauer processes
Hunt, Richard
;
Peiris, Shelton
;
Weber, Neville C.
- In:
Journal of time series econometrics
13
(
2021
)
2
,
pp. 119-144
Persistent link: https://www.econbiz.de/10012612765
Saved in:
2
Cointegrated dynamics for a generalized long memory process : application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012258310
Saved in:
3
Regression with autocorrelated errors using design-adapted haar wavelets
Porto, Rogério F.
;
Morettin, Pedro A.
;
Aubin, Elisete C. Q.
- In:
Journal of time series econometrics
4
(
2012
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009623492
Saved in:
4
Wavelet estimation of copulas for time series
Morettin, Pedro A.
;
Toloi, Clelia M. C.
;
Chiann, Chang
; …
- In:
Journal of time series econometrics
3
(
2011
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10009623563
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