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On Estimating the Cumulant Generating Function of Linear Processes
Ghosh, Sucharita; Beran, Jan - In: Annals of the Institute of Statistical Mathematics : AISM 58 (2006) 1, pp. 53-72
Persistent link: https://www.econbiz.de/10006542618
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Local Polynomial Fitting with Long-Memory, Short-Memory and Antipersistent Errors
Beran, Jan; Feng, Yuanhua - In: Annals of the Institute of Statistical Mathematics : AISM 54 (2002) 2, pp. 291-311
Persistent link: https://www.econbiz.de/10006557396
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Volatility of Stock-Market Indexes -- An Analysis Based on SEMIFAR Models
Beran, Jan; Ocker, Dirk - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 1, pp. 103-116
Persistent link: https://www.econbiz.de/10008217216
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On robust local polynomial estimation with long-memory errors
Beran, Jan; Feng, Yuanhua; Ghosh, Sucharita; … - In: International journal of forecasting 18 (2002) 2, pp. 227-242
Persistent link: https://www.econbiz.de/10006974892