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~person:"Chan, Joshua"
~person:"Lieberman, Offer"
~person:"Zakoïan, Jean-Michel"
~subject:"Schätztheorie"
~type_genre:"Article in journal"
~type_genre:"Working Paper"
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Search: subject_exact:"ARFIMA model"
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Chan, Joshua
Lieberman, Offer
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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
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2
Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011758202
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3
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:
4
Small-sample likelihood-based inference in the ARFIMA model
Lieberman, Offer
;
Rousseau, Judith
;
Zucker, David M.
- In:
Econometric theory
16
(
2000
)
2
,
pp. 231-248
Persistent link: https://www.econbiz.de/10001483371
Saved in:
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