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Prediction of 0-1-events for short- and long-memory time series
Beran, Jan - 2002
Persistent link: https://www.econbiz.de/10001686427
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SEMIFAR models : a semiparametric framework for modelling trends, long range dependence and nonstationarity
Beran, Jan - 1999
Persistent link: https://www.econbiz.de/10001387131
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Tests and confidence intervals for the location parameter in orthogonal FEXP models
Beran, Jan - 2000
Persistent link: https://www.econbiz.de/10013436245
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Local polynomial fitting with long-memory, short-memory and antipersistent errors
Beran, Jan; Feng, Yuanhua - 1999
Persistent link: https://www.econbiz.de/10001400363
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Local polynomial estimation with a FARIMA-GARCH error process
Beran, Jan; Feng, Yuanhua - 1999
Persistent link: https://www.econbiz.de/10001400379
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Iterative plug-in algorithms for SEMIFAR models
Beran, Jan; Feng, Yuanhua - 2001
Persistent link: https://www.econbiz.de/10001672564
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Iterative plug-in algorithms for SEMIFAR models : definition, convergence and asymptotic properties
Beran, Jan; Feng, Yuanhua - 2001
Persistent link: https://www.econbiz.de/10001672842
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Detailed simulation results
Beran, Jan; Feng, Yuanhua - 2001
Persistent link: https://www.econbiz.de/10001672848
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Pricing of cap-interest rates based on renewal processes
Beran, Jan; Ocker, Dirk - 2002
Persistent link: https://www.econbiz.de/10001686422
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Recent developments in non- and semiparametric regression with fractional time series errors
Beran, Jan; Feng, Yuanhua - 2002
Persistent link: https://www.econbiz.de/10001686441