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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Whittle estimation
18
Long memory
5
long memory
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Estimation theory
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multifractal models
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price durations
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conditional sum of squares
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consistent variance estimation
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heteroskedasticity
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local Whittle estimation
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Boubaker, Heni
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ECONIS (ZBW)
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The stochastic convergence of CO2 emissions : a long memory approach
Barassi, Marco R.
;
Cole, Matthew A.
;
Elliott, Robert J. R.
-
2010
Persistent link: https://www.econbiz.de/10009374190
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2
Power transformations of absolute returns and long memory estimation
Dalla, Violetta
- In:
Journal of empirical finance
33
(
2015
),
pp. 1-18
Persistent link: https://www.econbiz.de/10011556833
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3
Estimating the long-memory parameter in nonstationary processes using wavelets
Boubaker, Heni
;
Péguin-Feissolle, Anne
- In:
Computational economics
42
(
2013
)
3
,
pp. 291-306
Persistent link: https://www.econbiz.de/10010189026
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