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~language:"eng"
~person:"Chan, Joshua"
~person:"Lieberman, Offer"
~person:"Zakoïan, Jean-Michel"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Working Paper"
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Search: subject_exact:"ARFIMA model"
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ARMA model
16
ARMA-Modell
16
Theorie
9
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9
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9
Zeitreihenanalyse
9
Volatility
5
Volatilität
5
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Chan, Joshua
Lieberman, Offer
Zakoïan, Jean-Michel
Gil-Alaña, Luis A.
23
McAleer, Michael
20
Beran, Jan
17
Poskitt, Donald Stephen
12
Feng, Yuanhua
11
Sibbertsen, Philipp
11
Maravall Herrero, Agustín
10
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9
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9
Vahid, Farshid
9
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8
Asai, Manabu
7
Baillie, Richard
7
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7
Hecq, Alain W. J.
7
Kapetanios, George
7
Laurent, Sébastien
7
Ocker, Dirk
7
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6
Gupta, Rangan
6
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6
Ling, Shiqing
6
Monfort, Alain
6
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6
Račev, Svetlozar T.
6
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6
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6
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5
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5
Ejrnæs, Mette
5
Engel, Eduardo
5
Kaiser, Regina
5
Karanasos, Menelaos
5
Lütkepohl, Helmut
5
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5
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5
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5
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ECONIS (ZBW)
16
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1
Stochastic volatility models with ARMA innovations : an application to G7 inflation forecasts
Zhang, Bo
;
Chan, Joshua
;
Cross, Jamie
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1318-1328
Persistent link: https://www.econbiz.de/10012546706
Saved in:
2
Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 68-79
Persistent link: https://www.econbiz.de/10012179513
Saved in:
3
Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011758202
Saved in:
4
Large Bayesian VARMAs
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
-
2014
Persistent link: https://www.econbiz.de/10010431594
Saved in:
5
Refined inference on long memory in realized volatility
Lieberman, Offer
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003468435
Saved in:
6
Expansions for approximate maximum likelihood estimators of the fractional difference
Lieberman, Offer
;
Phillips, Peter C. B.
-
2004
Persistent link: https://www.econbiz.de/10002148145
Saved in:
7
Combining nonparametric and optimal linear time series predictions
Dabo-Niang, Sophie
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935357
Saved in:
8
Refined inference on long memory in realized volatility
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 254-267
Persistent link: https://www.econbiz.de/10003761227
Saved in:
9
Expansions for approximate maximum likelihood estimators of the fractional difference parameter
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
The econometrics journal
8
(
2005
)
3
,
pp. 367-379
Persistent link: https://www.econbiz.de/10003209151
Saved in:
10
Diagnostic checking in ARMA models with uncorrelated errors
Francq, Christian
;
Roy, Roch
;
Zakoïan, Jean-Michel
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
470
,
pp. 532-544
Persistent link: https://www.econbiz.de/10002929352
Saved in:
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