Similar Search Results

Flexible stochastic volatility structures for high frequency financial data

Feldmann, David; Härdle, Wolfgang; Hafner, Christian M.; … - 1998

Persistent link: https://www.econbiz.de/10000992362

Asymptotic inference in continuous time semi-Markov processes

Akritas, Michael G.; Roussas, George G. - In: Scandinavian journal of statistics : SJS ; theory and … 7 (1980) 2, pp. 73-79

Persistent link: https://www.econbiz.de/10001813918

The decomposition of economic time series : a deterministic and stochastic approach

Pauly, Ralf; Schlicht, Ekkehart - 1982

Persistent link: https://www.econbiz.de/10000072809

A result on the covariance matrix of a stationary AR process

Persson, Mats - 1979

Persistent link: https://www.econbiz.de/10002624987

Stochastic control methods for simultaneous synchronization of the short-term production-, stock- and price-policies when the seasonal demand is unknown

Baetge, Jörg; Fischer, Thomas - In: Optimal control theory and economic analysis : First …, (pp. 21-42). 1981

Persistent link: https://www.econbiz.de/10001847833

Finanzmarktstatistik : mit 35 Tabellen

Schmid, Friedrich; Trede, Mark - 2005

Persistent link: https://www.econbiz.de/10003028166

Asymptotic Null Distributions of Stationarity and Nonstationarity Tests Under Local-to-Finite Variance Errors

Cappuccio, Nunzio; Lubian, Diego - 2003

The purpose of this paper is to investigate the asymptotic null distribution of stationarity and nonstationarity tests when the distribution of the error term belongs to the normal domain of attraction of a stable law in any finite sample but the error term is an i.i.d. process with finite...

Persistent link: https://www.econbiz.de/10014075550

Statistik für Wirtschaftswissenschaftler : Eine realdatenbasierte Einführung mit SPSS

Eckstein, Peter P. - 2010 - 2., aktualisierte und erweiterte Auflage

wirtschaftswissenschaftliche Studiengänge ein. Verfahren der Deskriptiven Statistik, der Explorativen Datenanalyse, der Stochastik, der Induktiven … Statistik sowie der Multivariaten Statistik werden auf der Basis realer Daten anschaulich und leicht verständlich vermittelt … firmiert. Professor Dr. Peter P. Eckstein lehrt Statistik, Ökonometrie und empirische Wirtschaftsforschung an der Hochschule …

Persistent link: https://www.econbiz.de/10013517155

Statistical inference in dynamic economic models

Koopmans, Tjalling C. (ed.); Marschak, Jacob (contributor) - 1958 - 3. print.

Persistent link: https://www.econbiz.de/10014416456

Asymptotics for cointegrated processes with infrequent stochastic level shifts and outliers

Georgiev, Iliyan - In: Econometric theory 24 (2008) 3, pp. 587-615

Persistent link: https://www.econbiz.de/10003894270