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~isPartOf:"Akademische Abhandlungen zur Mathematik"
~person:"Sibbertsen, Philipp"
~subject:"Time series analysis"
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Time series analysis
Asymptotik
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Lineares Regressionsmodell
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Long-memory-Prozess
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Parameterschätzung
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Regression analysis
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Robuste Schätzung
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Sibbertsen, Philipp
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Akademische Abhandlungen zur Mathematik
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
22
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
10
Economics letters
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CoFE discussion papers
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
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Journal of risk and financial management : JRFM
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Open economies review
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
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Robuste Parameterschätzung im linearen Regressionsmodell bei Fehlertermen mit langem Gedächtnis
Sibbertsen, Philipp
-
1999
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1. Aufl.
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