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Estimation
Whittle estimator
10
Estimation theory
8
Schätztheorie
8
Long memory
7
Time series analysis
7
Zeitreihenanalyse
7
local Whittle estimator
7
Schätzung
4
Cointegration
3
Kointegration
3
Local Whittle estimator
3
Measurement error
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Realized variance
3
semiparametric estimation
3
ARFIMA model
2
Cyclical data
2
Fractional integration
2
Local Whittle Estimator and Crude oil prices
2
Long memory stochastic volatility
2
Oil price
2
Statistical error
2
Statistischer Fehler
2
Stochastic process
2
Stochastischer Prozess
2
Structural break
2
Structural breaks
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Strukturbruch
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Volatility
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Volatilität
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bootstrap algorithms
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spectral density functions
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strong and weak dependence
2
Ölpreis
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ARCH
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ARFIMA
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ARMA model
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Barassi, Marco R.
3
De Pascale, Gianluigi
1
Jibrin, Sanusi A.
1
Lagravinese, Raffaele
1
Musa, Yakubu
1
Saidu, Ahmed S.
1
Spagnolo, Nicola
1
Tan, Jijun
1
Zhang, Dayong
1
Zhao, Yuqian
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Zubair, Umar A.
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CBN journal of applied statistics
1
Econometric reviews
1
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
1
SERIES working papers : Southern Europe research in economic studies
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ECONIS (ZBW)
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Testing the law of one-price in the US gasoline market : a long memory approach
Barassi, Marco R.
;
De Pascale, Gianluigi
;
Lagravinese, …
-
2021
Persistent link: https://www.econbiz.de/10012659472
Saved in:
2
ARFIMA modelling and investigation of structural break(s) in West Texas Intermediate and Brent series
Jibrin, Sanusi A.
;
Musa, Yakubu
;
Zubair, Umar A.
; …
- In:
CBN journal of applied statistics
6
(
2015
)
2
,
pp. 59-79
differencing Methods such as Local
Whittle
Estimator
and Geweke and Porter-Hudak identified long memory characteristics in the …
Persistent link: https://www.econbiz.de/10011460488
Saved in:
3
Fractional integration versus structural change : testing the convergence of CO2 emissions
Barassi, Marco R.
;
Spagnolo, Nicola
;
Zhao, Yuqian
- In:
Environmental & resource economics : the official …
71
(
2018
)
4
,
pp. 923-968
Persistent link: https://www.econbiz.de/10012023534
Saved in:
4
Residual-based tests for fractional cointegration : testing the term structure of interest rates
Zhang, Dayong
;
Barassi, Marco R.
;
Tan, Jijun
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 1118-1140
Persistent link: https://www.econbiz.de/10011483452
Saved in:
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