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~institution:"European University Institute / Department of Law"
~institution:"Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät"
~institution:"University of Exeter / Department of Economics"
~person:"Tschernig, Rolf"
~subject:"Estimation theory"
~subject:"Zeitreihenanalyse"
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Tschernig, Rolf
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European University Institute / Department of Law
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
University of Exeter / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Münchener Wirtschaftswissenschaftliche Beiträge : discussion papers
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ECONIS (ZBW)
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Identification of fractional ARIMA models in the presence of long memory
Schmidt, Christoph M.
;
Tschernig, Rolf
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1993
Persistent link: https://www.econbiz.de/10000345713
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Tackling and understanding the small sample bias in ARFIMA models
Tschernig, Rolf
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1993
Persistent link: https://www.econbiz.de/10013427962
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