//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Chen, Jun"
~person:"Li, Jing"
~subject:"Stochastischer Prozess"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Kalman filter"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
State space model
2
Time series analysis
2
Zeitreihenanalyse
2
Zustandsraummodell
2
Analysis of variance
1
Autocorrelation
1
Autokorrelation
1
Band Pass filter
1
Estimation
1
Estimation theory
1
Hodrick-Prescott filter
1
Market microstructure
1
Marktmikrostruktur
1
Sampling
1
Schätztheorie
1
Schätzung
1
Simulation
1
Stichprobenerhebung
1
Stochastic process
1
Theorie
1
Theory
1
Varianzanalyse
1
Volatility
1
Volatilität
1
high-frequency data
1
integrated variance
1
moving average filter
1
pre-averaging
1
sampling scheme
1
simulation
1
threshold autoregression
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Chen, Jun
Li, Jing
Huang, Yu-Fan
1
Jensen, Mark J.
1
Kim, Jaeho
1
Lee, Sunhyung
1
Nagakura, Daisuke
1
Nguyen, Anh D. M.
1
Pavlidis, Efthymios G.
1
Peel, David
1
more ...
less ...
Published in...
All
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Effects of filtering data on testing asymmetry in threshold autoregressive models
Li, Jing
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
5
,
pp. 549-565
Persistent link: https://www.econbiz.de/10011649160
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->