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Long memory and fractional integration in high frequency financial time series
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2010
Persistent link: https://www.econbiz.de/10003979849
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On stationary solutions of delay differential equations driven by a Lévy process
Gushchin, Alexander A.; Küchler, Uwe - 1998
Persistent link: https://www.econbiz.de/10000998087
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On sequential parameter estimation for some linear stochastic diffential equations with time delay
Küchler, Uwe; Vasiliev, Vjatscheslav A. - 1998
Persistent link: https://www.econbiz.de/10000998119
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Strong discrete time approximation of stochastic differential equations with time delay
Küchler, Uwe; Platen, Eckhard - 1999
Persistent link: https://www.econbiz.de/10001404962
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Fractional integration and the persistence of UK inflation, 1210-2016
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2018
Persistent link: https://www.econbiz.de/10011995775
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Exchange rate dynamics and monetary unions in Africa : a fractional integration and cointegration analysis
Balparda, Borja; Caporale, Guglielmo Maria; Carcel, Hector - 2015
Persistent link: https://www.econbiz.de/10010527158
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The fisher relationship in Nigeria
Balparda, Borja; Caporale, Guglielmo Maria; Gil-Alaña, … - 2015
Persistent link: https://www.econbiz.de/10010527201
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Delay estimation for some stationary diffusion-type processes
Küchler, Uwe; Kutoyants, Yu. A. - 1998
Persistent link: https://www.econbiz.de/10000992277
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On guaranteed parameter estimation of stochastic differential equations with time delay by noisy observations
Küchler, Uwe; Vasiliev, Vjatscheslav A. - 2001
Persistent link: https://www.econbiz.de/10001584012
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On parametric statistical models for stationary solutions of affine stochastic delay differential equations
Guščin, Aleksandr A.; Küchler, Uwe - 2001
Persistent link: https://www.econbiz.de/10001659921