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Finite sample of the Durbin-Watson test against fractionally integrated disturbances
Kleiber, Christian; Krämer, Walter - 2004
Persistent link: https://www.econbiz.de/10001982685
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A note on the Bickel-Rosenblatt test in autoregressive time series
Bachmann, Dirk; Dette, Holger - 2004
Persistent link: https://www.econbiz.de/10001982715
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Random walk smooth transition autoregressive models
Anderson, Heather M.; Low, Chin Nam - 2004
Persistent link: https://www.econbiz.de/10002474788
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Autoregressive approximation in nonstandard situations : the non-invertible and fractionally integrated cases
Poskitt, Donald Stephen - 2005
Persistent link: https://www.econbiz.de/10003042639
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Prediction error learning and rational expectations in autoregressive models with forecast feedback
Zenner, Markus - 1994
Persistent link: https://www.econbiz.de/10011512224
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Tree-structured histogram estimation based on a simple class of wavelets
Engel, Joachim - 1993
Persistent link: https://www.econbiz.de/10000373490
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A filtered no arbitrage model for term structures from noisy data
Gombani, Andrea; Jaschke, Stefan R.; Runggaldier, … - Weierstraß-Institut für Angewandte Analysis und Stochastik - 2002
Persistent link: https://www.econbiz.de/10001802389
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Wavelet timescales and contitional relationship between higher order systematic co-moments and portfolio returns : evidence in Australian data
Galagedera, Don U. A.; Maharaj, Elizabeth Ann - 2004
Persistent link: https://www.econbiz.de/10002474629
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Single source of error state space approach to the Beveridge Nelson decomposition
Anderson, Heather M.; Low, Chin Nam; Snyder, Ralph D. - 2004
Persistent link: https://www.econbiz.de/10002474772
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ML-estimation of time series
Singer, Hermann - 2009
Persistent link: https://www.econbiz.de/10003876981