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~isPartOf:"Journal of time series econometrics"
~subject:"Nichtparametrisches Verfahren"
~subject:"Statistical theory"
~subject:"Stochastic process"
~type_genre:"Article in journal"
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Search: subject_exact:"Zeitreihenzerlegung"
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Nichtparametrisches Verfahren
Statistical theory
Stochastic process
Time series analysis
73
Zeitreihenanalyse
73
Estimation theory
39
Schätztheorie
39
Theorie
28
Theory
28
ARCH model
13
ARCH-Modell
13
Statistical test
12
Statistischer Test
12
Forecasting model
10
Prognoseverfahren
10
Einheitswurzeltest
9
Estimation
9
Schätzung
9
Unit root test
9
Cointegration
8
Kointegration
8
Structural break
8
Strukturbruch
8
Stochastischer Prozess
7
cointegration
7
ARMA model
6
ARMA-Modell
6
Volatility
6
Volatilität
6
time series
6
State space model
5
Zustandsraummodell
5
Bootstrap approach
4
Bootstrap-Verfahren
4
Capital income
4
Kapitaleinkommen
4
Saisonale Schwankungen
4
Seasonal variations
4
VAR model
4
VAR-Modell
4
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
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9
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9
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Article in journal
Aufsatz in Zeitschrift
9
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English
9
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Allen, David E.
1
Ankargren, Sebastian
1
Asai, Manabu
1
Bardet, Jean-Marc
1
Barrio Castro, Tomás del
1
Dola, Béchir
1
Iacone, Fabrizio
1
Kawakatsu, Hiroyuki
1
Larsson, Rolf
1
Leybourne, Stephen James
1
McAleer, Michael
1
McElroy, Tucker
1
Nonejad, Nima
1
Osborn, Denise R.
1
Peiris, Shelton
1
Taylor, Robert
1
Trimbur, Thomas M.
1
Unosson, Måns
1
Yang, Yukai
1
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Journal of time series econometrics
Journal of econometrics
150
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
92
Econometric reviews
54
Econometric theory
53
Economics letters
35
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
International journal of forecasting
30
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
28
Computational economics
24
Economic modelling
24
Journal of forecasting
23
Journal of the American Statistical Association : JASA
20
The econometrics journal
20
Econometrics : open access journal
18
Energy economics
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of risk and financial management : JRFM
15
Journal of economic dynamics & control
14
Journal of empirical finance
14
Applied economics letters
13
European journal of operational research : EJOR
12
Quantitative finance
12
Journal of applied econometrics
11
Journal of banking & finance
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Applied economics
8
Journal of financial econometrics
8
International journal of theoretical and applied finance
7
Macroeconomic dynamics
7
Risks : open access journal
7
Insurance / Mathematics & economics
6
International journal of production research
6
International review of financial analysis
6
Oxford bulletin of economics and statistics
6
Quantitative economics : QE ; journal of the Econometric Society
6
Applied financial economics
5
Finance research letters
5
International economic review
5
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ECONIS (ZBW)
9
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1
Simple factor realized stochastic volatility models
Kawakatsu, Hiroyuki
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 79-110
Persistent link: https://www.econbiz.de/10014288373
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
A flexible mixed-frequency vector autoregression with a steady-state prior
Ankargren, Sebastian
;
Unosson, Måns
;
Yang, Yukai
- In:
Journal of time series econometrics
12
(
2020
)
2
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012300798
Saved in:
4
Signal extraction for nonstationary time series with diverse sampling rules
Trimbur, Thomas M.
;
McElroy, Tucker
- In:
Journal of time series econometrics
9
(
2017
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011671120
Saved in:
5
Testing for a change in mean under fractional integration
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of time series econometrics
9
(
2017
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10011671125
Saved in:
6
Particle Markov chain Monte Carlo techniques of unobserved component time series models using ox
Nonejad, Nima
- In:
Journal of time series econometrics
8
(
2016
)
1
,
pp. 55-90
Persistent link: https://www.econbiz.de/10011440481
Saved in:
7
Semiparametric stationarity and fractional unit roots tests based on data-driven multidimensional increment ratio statistics
Bardet, Jean-Marc
;
Dola, Béchir
- In:
Journal of time series econometrics
8
(
2016
)
2
,
pp. 115-153
Persistent link: https://www.econbiz.de/10011582764
Saved in:
8
How close is a fractional process to a random walk with drift?
Larsson, Rolf
- In:
Journal of time series econometrics
7
(
2015
)
2
,
pp. 217-234
Persistent link: https://www.econbiz.de/10011291296
Saved in:
9
Nonparametric tests for periodic integration
Barrio Castro, Tomás del
;
Osborn, Denise R.
- In:
Journal of time series econometrics
3
(
2011
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10009623244
Saved in:
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