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~person:"Chan, Joshua"
~person:"Kang, Yanfei"
~person:"Lieberman, Offer"
~person:"Poskitt, Donald Stephen"
~subject:"Schätztheorie"
~type_genre:"Working Paper"
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Search: subject_exact:"ARFIMA model"
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Chan, Joshua
Kang, Yanfei
Lieberman, Offer
Poskitt, Donald Stephen
Beran, Jan
3
Feng, Yuanhua
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Mélard, Guy
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2
Carnero, M. Angeles
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Working paper / Department of Econometrics and Business Statistics, Monash University
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CAMA working paper series
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ECONIS (ZBW)
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Distributed ARIMA models for ultra-long time series
Wang, Xiaoqian
;
Kang, Yanfei
;
Hyndman, Rob J.
;
Li, Feng
-
2020
Persistent link: https://www.econbiz.de/10012610507
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2
Issues in the estimation of mis-specified models of fractionally integrated processes
Martin, Gael M.
;
Nadarajah, K.
;
Poskitt, Donald Stephen
-
2018
Persistent link: https://www.econbiz.de/10012583573
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3
Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011758202
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4
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10011780861
Saved in:
5
Bias correction of persistence measures in fractionally integrated models
Grose, Simone D.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2013
Persistent link: https://www.econbiz.de/10010245441
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