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Log-periodogram estimation of the memory parameter of a long-memory process under trend
Sibbertsen, Philipp - 2001
Persistent link: https://www.econbiz.de/10001675713
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Long-memory in volatilities of German stock returns
Sibbertsen, Philipp - 2001
Persistent link: https://www.econbiz.de/10001675715
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Distinguishing between long-range dependence and deterministic trends
Sibbertsen, Philipp; Venetis, Ioannis - 2003
Persistent link: https://www.econbiz.de/10001813104
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An introduction to Markov chains for interested high school students
Halverscheid, Stefan; Sibbertsen, Philipp - 2003
Persistent link: https://www.econbiz.de/10001813110
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Generating schemes for long memory processes : regimes, aggregation and linearity
Davidson, James E. H.; Sibbertsen, Philipp - 2002
Persistent link: https://www.econbiz.de/10001742258
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Testing for structural change in the presence of long memory
Krämer, Walter; Sibbertsen, Philipp - 2000
Persistent link: https://www.econbiz.de/10001601950
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Nonparametric M-estimation with long-memory errors
Beran, Jan; Ghosh, Sucharita; Sibbertsen, Philipp - 2000
Persistent link: https://www.econbiz.de/10001601969