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~isPartOf:"Applied financial economics"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Andrews, Donald W. K."
~person:"Fraser, Patricia"
~person:"Harvey, Andrew C."
~subject:"Estimation theory"
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Applied financial economics
Cambridge working papers in economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Approximately median-unbiased estimation of autoregressive models
Andrews, Donald W. K.
- In:
Journal of business & economic statistics : JBES ; a …
12
(
1994
)
2
,
pp. 187-204
Persistent link: https://www.econbiz.de/10001167115
Saved in:
2
Modeling directional (circular) time series
Harvey, Andrew C.
;
Hurn, Stan
;
Thiele, Stephen
-
2019
Persistent link: https://www.econbiz.de/10012703269
Saved in:
3
Score-driven time series models
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013257426
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4
Filtering with heavy tails
Harvey, Andrew C.
;
Luati, Alessandra
-
2012
Persistent link: https://www.econbiz.de/10009737948
Saved in:
5
Estimation of an asymmetric stochastic volatility model for asset returns
Harvey, Andrew C.
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
4
,
pp. 429-434
Persistent link: https://www.econbiz.de/10001209347
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