Narrow search
Showing 1 - 10 of 24
Cover Image
Theoretical results in the I(1) and the I(2) model
Jusélius, Katarina (ed.) - 1994
Persistent link: https://www.econbiz.de/10000895834
Cover Image
Common trends analysis, long-run relations in the Nordic labour markets
Jusélius, Katarina (ed.) - 1994
Persistent link: https://www.econbiz.de/10000895837
Cover Image
Higher-order asymptotic expansions of the least-squares estimation bias in first-order dynamic regression models
Kiviet, J. F.; Phillips, Garry D. A. - 1998
Persistent link: https://www.econbiz.de/10000168159
Cover Image
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang (contributor);  … - 2004 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Cover Image
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle (contributor) - 2002
Persistent link: https://www.econbiz.de/10001701167
Cover Image
Asymptotics of the QMLE for a class of ARCH(q) models
Kristensen, Dennis (contributor); Rahbek, Anders (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702284
Cover Image
Parametric inference for diffusion processes observed at discrete points in time : a survey
Sørensen, Helle (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702316
Cover Image
Small diffusion asymptotics for discretely sampled stochastic differential equations
Sørensen, Michael (contributor);  … - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001660122
Cover Image
A subsampling approach to estimating the distribution of diversing statistics with application to assessing financial market risks
Bertail, Patrice (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001641513
Cover Image
Some simple ML estimators in stochastic differential equations
Andersen, Erling B. (contributor) - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001623258