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Recent developments in non- and semiparametric regression with fractional time series errors
Beran, Jan; Feng, Yuanhua - 2002
Persistent link: https://www.econbiz.de/10001686441
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Data-driven estimation of semiparametric fractional autoregressive models
Beran, Jan; Feng, Yuanhua - 2000
Persistent link: https://www.econbiz.de/10001485225
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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/10001543462
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SEMIFAR models
Beran, Jan; Feng, Yuanhua; Ocker, Dirk - 1999
Persistent link: https://www.econbiz.de/10001366045
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SEMIFAR forecasts, with applications to foreign exchange rates
Beran, Jan; Ocker, Dirk - 1999
Persistent link: https://www.econbiz.de/10001387125
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Volatility of stock market indices : an analysis based on SEMIFAR models
Beran, Jan; Ocker, Dirk - 1999
Persistent link: https://www.econbiz.de/10001387128
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SEMIFAR models, with applications to commodities, exchange rates and the volatility of stock market indices
Beran, Jan (contributor) - 1999
Persistent link: https://www.econbiz.de/10001387141
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Local polynomial fitting with long-memory, short-memory and antipersistent errors
Beran, Jan; Feng, Yuanhua - 1999
Persistent link: https://www.econbiz.de/10001400363
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Local polynomial estimation with a FARIMA-GARCH error process
Beran, Jan; Feng, Yuanhua - 1999
Persistent link: https://www.econbiz.de/10001400379
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Iterative plug-in algorithms for SEMIFAR models
Beran, Jan; Feng, Yuanhua - 2001
Persistent link: https://www.econbiz.de/10001672564