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On robust tail index estimatio...
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Theorie
65
Zeitreihenanalyse
50
Nichtparametrisches Verfahren
49
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47
Nonparametric statistics
34
Time series analysis
34
ARMA-Modell
26
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21
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18
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17
long-range dependence
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bandwidth selection
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fractional ARIMA
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antipersistence
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128
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Beran, Jan
147
Feng, Yuanhua
68
Ocker, Dirk
30
Ghosh, Sucharita
21
Sibbertsen, Philipp
17
Das, Bikramjit
8
Gosh, Sucharita
7
Heiler, Siegfried
6
Heiler, Mark A.
5
Franke, Günter
4
Hess, Dieter
4
Yu, Keming
4
Dhara, Anulekha
3
Natarajan, Karthik
3
Schell, Dieter
3
Yuanhua.Feng
3
Hebbel, Hartmut
2
Kratz, Marie
2
Letmathe, Sebastian
2
Steffens, Britta
2
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1
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1
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Mitra, Abhimanyu
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Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften
23
Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
3
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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CoFE Discussion Paper
46
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18
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
6
Journal of Multivariate Analysis
5
Journal of Time Series Analysis
5
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Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
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ECONIS (ZBW)
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81
Recent developments in non- and semiparametric regression with fractional time series errors
Beran, Jan
;
Feng, Yuanhua
-
2002
Persistent link: https://www.econbiz.de/10001686441
Saved in:
82
Data-driven estimation of semiparametric fractional autoregressive models
Beran, Jan
;
Feng, Yuanhua
-
2000
Persistent link: https://www.econbiz.de/10001485225
Saved in:
83
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
Saved in:
84
SEMIFAR models
Beran, Jan
;
Feng, Yuanhua
;
Ocker, Dirk
-
1999
Persistent link: https://www.econbiz.de/10001366045
Saved in:
85
SEMIFAR forecasts, with applications to foreign exchange rates
Beran, Jan
;
Ocker, Dirk
-
1999
Persistent link: https://www.econbiz.de/10001387125
Saved in:
86
Volatility of stock market indices : an analysis based on SEMIFAR models
Beran, Jan
;
Ocker, Dirk
-
1999
Persistent link: https://www.econbiz.de/10001387128
Saved in:
87
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
Saved in:
88
Local polynomial fitting with long-memory, short-memory and antipersistent errors
Beran, Jan
;
Feng, Yuanhua
-
1999
Persistent link: https://www.econbiz.de/10001400363
Saved in:
89
Local polynomial estimation with a FARIMA-GARCH error process
Beran, Jan
;
Feng, Yuanhua
-
1999
Persistent link: https://www.econbiz.de/10001400379
Saved in:
90
Iterative plug-in algorithms for SEMIFAR models
Beran, Jan
;
Feng, Yuanhua
-
2001
Persistent link: https://www.econbiz.de/10001672564
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