//--> //--> //-->
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
~person:"Chan, Joshua"
~person:"Zakoïan, Jean-Michel"
~source:"econis"
~type_genre:"Working Paper"
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:"ARFIMA model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARMA model
6
ARMA-Modell
6
Theorie
4
Theory
4
Time series analysis
4
Zeitreihenanalyse
4
Bayes-Statistik
2
Bayesian inference
2
Forecasting model
2
Kleinste-Quadrate-Methode
2
Least squares method
2
Markov chain
2
Markov-Kette
2
Prognoseverfahren
2
Stochastic process
2
Stochastischer Prozess
2
VAR model
2
VAR-Modell
2
ARCH model
1
ARCH-Modell
1
ARMA
1
Correlation
1
Estimation theory
1
Korrelation
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Regression analysis
1
Regressionsanalyse
1
Schätztheorie
1
Volatility
1
Volatilität
1
forecasting
1
non-Gaussian
1
stochastic volatility
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
6
Type of publication (narrower categories)
All
Working Paper
Graue Literatur
7
Non-commercial literature
7
Arbeitspapier
6
Article in journal
4
Aufsatz in Zeitschrift
4
Amtsdruckschrift
3
Government document
3
more ...
less ...
Language
All
English
6
Author
All
Chan, Joshua
Zakoïan, Jean-Michel
Beran, Jan
17
McAleer, Michael
16
Feng, Yuanhua
11
Gil-Alaña, Luis A.
7
Ocker, Dirk
7
Poskitt, Donald Stephen
7
Koopman, Siem Jan
6
Maravall Herrero, Agustín
6
Palm, Franz C.
6
Saikkonen, Pentti
6
Sibbertsen, Philipp
6
Silvestrini, Andrea
6
Asai, Manabu
5
Athanasopoulos, George
5
Caballero, Ricardo J.
5
Engel, Eduardo
5
Karanasos, Menelaos
5
Meitz, Mika
5
Vahid, Farshid
5
Chen, Chi-chung
4
Francq, Christian
4
Hecq, Alain W. J.
4
Hyndman, Rob J.
4
Lan Fen Chu
4
Laurent, Sébastien
4
Lütkepohl, Helmut
4
Peiris, Shelton
4
Allen, David E.
3
Baumeister, Christiane
3
Biørn, Erik
3
Candelon, Bertrand
3
Caporale, Guglielmo Maria
3
Carnero, M. Angeles
3
Carpantier, Jean-François
3
Dufays, Arnaud
3
Ilomäki, Jukka
3
Kaiser, Regina
3
Laurila, Hannu
3
Leschinski, Christian
3
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
CAMA working paper series
1
Strathclyde discussion papers in economics
1
Source
All
ECONIS (ZBW)
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua
-
2015
Persistent link: https://www.econbiz.de/10011758202
Saved in:
2
Large Bayesian VARMAs
Chan, Joshua
;
Eisenstat, Eric
;
Koop, Gary
-
2014
Persistent link: https://www.econbiz.de/10010431594
Saved in:
3
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:
4
Estimating stochastic volatility models : a new approach based on ARMA representations
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001549029
Saved in:
5
Stationarity of multivariate markov-switching ARMA models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001530320
Saved in:
6
Linear-representations based estimation of switching-regime GARCH models
Francq, Christian
;
Zakoïan, Jean-Michel
-
1999
Persistent link: https://www.econbiz.de/10001430409
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->