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The decomposition of economic time series : a deterministic and stochastic approach
Pauly, Ralf; Schlicht, Ekkehart - 1982
Persistent link: https://www.econbiz.de/10000072809
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An application of the stochastic garch in mean model to risk premia in the London metal exchange
Hall, Stephen G. - 1990
Persistent link: https://www.econbiz.de/10000130882
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Stationary random processes
Rozanov, Jurij A. - 1967
Persistent link: https://www.econbiz.de/10000040911
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Dynamic feature space modelling, filtering and self-tuning control of stochastic systems
Otter, Pieter Wieger - 1984
Persistent link: https://www.econbiz.de/10000015907
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On estimating a dynamic function of a stochastic system with averaging
Liptser, R.; Spokojnyj, Vladimir G. - 1998
Persistent link: https://www.econbiz.de/10000168629
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The econometric modelling of financial time series
Mills, Terence C. - 1994 - Reprinted
Persistent link: https://www.econbiz.de/10000905318
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Gaussian estimation fo a contiuous time dynamic model with common stochastic trends
Simos, Theodore - 1995
Persistent link: https://www.econbiz.de/10000908401
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Modeling long-memory stochastic volatility
DeLima, Pedro J. F.; Breidt, F. Jay; Crato, Nuno - 1994
Persistent link: https://www.econbiz.de/10000908766
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Spectral analysis cannot tell a macro-econometrician whether his time series came from a stochastic economy or a deterministic economy
Brock, William A.; Chamberlain, Gary - 1984
Persistent link: https://www.econbiz.de/10000911858