//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Econometric theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Statistical estimation of mult...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
1
Metal market
1
Metallmarkt
1
Schätztheorie
1
Time series analysis
1
Zeitreihenanalyse
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Undetermined
1
Author
All
Fasen, Vicky
1
Fasen, Vicky Maria
1
Published in...
All
Econometric theory
Stochastic Processes and their Applications
2
Discussion Paper
1
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
1
Econometric Theory
1
Handbook of financial time series
1
Journal of Econometrics
1
Journal of Time Series Analysis
1
Journal of econometrics
1
Journal of time series analysis
1
Statistics & Risk Modeling
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
OLC EcoSci
1
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time series regression on integrated continuous-time processes with heavy and light tails
Fasen, Vicky Maria
- In:
Econometric theory
29
(
2013
)
1
,
pp. 28-67
Persistent link: https://www.econbiz.de/10009747888
Saved in:
2
TIME SERIES REGRESSION ON INTEGRATED CONTINUOUS-TIME PROCESSES WITH HEAVY AND LIGHT TAILS
Fasen, Vicky
- In:
Econometric theory
29
(
2012
)
1
,
pp. 28-67
Persistent link: https://www.econbiz.de/10010073734
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->