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~person:"Scherrer, Wolfgang"
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Scherrer, Wolfgang
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1
Modelle der Zeitreihenanalyse
Deistler, Manfred
;
Scherrer, Wolfgang
-
2018
Persistent link: https://www.econbiz.de/10011737946
Saved in:
2
On the parametrization of multivariate GARCH models
Scherrer, Wolfgang
;
Ribarits, Eva
- In:
Econometric theory
23
(
2007
)
3
,
pp. 464-484
Persistent link: https://www.econbiz.de/10003541257
Saved in:
3
Factor models for multivariate time series
Hamann, Eva
;
Deistler, Manfred
;
Scherrer, Wolfgang
- In:
Adaptive information systems and modelling in economics …
,
(pp. 243-251)
.
2005
Persistent link: https://www.econbiz.de/10003320096
Saved in:
4
System identification by dynamic factor models
Heij, Christiaan
;
Scherrer, Wolfgang
;
Deistler, Manfred
-
1998
Persistent link: https://www.econbiz.de/10000977638
Saved in:
5
Identification of system behaviours by approximation of time series data
Scherrer, Wolfgang
;
Heij, Christiaan
-
1997
Persistent link: https://www.econbiz.de/10000964990
Saved in:
6
Behavioural approximation of stochastic processes by rank reduced spectra
Heij, Christiaan
;
Scherrer, Wolfgang
-
1996
Persistent link: https://www.econbiz.de/10000959335
Saved in:
7
Consistency of system identification by global total least squares
Heij, Christiaan
;
Scherrer, Wolfgang
-
1996
Persistent link: https://www.econbiz.de/10000937910
Saved in:
8
System identification by dynamic factor models
Heij, Christiaan
-
1995
Persistent link: https://www.econbiz.de/10000904952
Saved in:
9
On the consistency of identification by dynamic factor models
Heij, Christiaan
;
Scherrer, Wolfgang
-
1994
Persistent link: https://www.econbiz.de/10000910784
Saved in:
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