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Semiparametrisches Modell
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Beran, Jan
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Discussion paper series / CoFE
Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
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Nonparametric M-estimation with long memory errors
Beran, Jan
;
Ghosh, Sucharita
;
Sibbertsen, Philipp
-
2000
Persistent link: https://www.econbiz.de/10004703927
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2
Tests and confidence intervals for the location parameter in orthogonal FEXP models
Beran, Jan
-
2000
Persistent link: https://www.econbiz.de/10004596001
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3
Prediction of 0-1-events for short and long memory time series
Beran, Jan
-
2002
Persistent link: https://www.econbiz.de/10004718175
Saved in:
4
SEMIFAR models : a semiparametric framework for modelling trends, long range dependence and nonstationarity
Beran, Jan
-
1999
Persistent link: https://www.econbiz.de/10004053159
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5
Temporal aggregation of stationary and nonstationary FARIMA (p, d, 0) models
Beran, Jan
;
Ocker, Dirk
-
2000
Persistent link: https://www.econbiz.de/10004596009
Saved in:
6
Data driven estimation of semiparametric fractional autoregressive models
Beran, Jan
;
Feng, Yuanhua
-
2000
Persistent link: https://www.econbiz.de/10004593861
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7
Modifying the double smoothing bandwidth selector in nonparametric regression
Beran, Jan
;
Feng, Yuanhua
;
Heiler, Siegfried
-
2000
Persistent link: https://www.econbiz.de/10004714108
Saved in:
8
Recent developments in non- and semiparametric regression with fractional time series errors
Beran, Jan
;
Feng, Yuanhua
-
2002
Persistent link: https://www.econbiz.de/10004718178
Saved in:
9
On robust local polynomial estimation with long memory errors
Beran, Jan
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10004704034
Saved in:
10
SEMIFAR forecasts, with applications to foreign exchange rates
Beran, Jan
;
Ocker, Dirk
-
1999
Persistent link: https://www.econbiz.de/10004053150
Saved in:
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