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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Poskitt, Donald Stephen"
~subject:"ARCH-Modell"
~subject:"Zeitreihenanalyse"
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Bootstrap approach
ARCH-Modell
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Estimation theory
8
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4
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2
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Poskitt, Donald Stephen
Francq, Christian
10
Gao, Jiti
10
Nielsen, Morten Ørregaard
10
Phillips, Peter C. B.
10
Zhu, Ke
10
Li, Jia
9
Taylor, Robert
9
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8
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8
Lütkepohl, Helmut
8
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7
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7
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7
Omay, Tolga
7
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7
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7
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6
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6
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6
Kim, Donggyu
6
Li, Degui
6
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6
Li, Yingying
6
Ling, Shiqing
6
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6
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6
Peng, Liang
6
Shang, Han Lin
6
Todorov, Viktor
6
Zakoïan, Jean-Michel
6
Bauwens, Luc
5
Blasques, Francisco
5
Davis, Richard A.
5
Dong, Chaohua
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Hong, Yongmiao
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Hounyo, Ulrich
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1
Bayesian estimation for a semiparametric nonlinear volatility model
Hu, Shuowen
;
Poskitt, Donald Stephen
;
Zhang, Xibin
- In:
Economic modelling
98
(
2021
),
pp. 361-370
Persistent link: https://www.econbiz.de/10012793996
Saved in:
2
Issues in the estimation of mis-specified models of fractionally integrated processes
Martin, Gael M.
;
Nadarajah, K.
;
Poskitt, Donald Stephen
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 559-573
Persistent link: https://www.econbiz.de/10012439500
Saved in:
3
Forecasting stochastic processes using singular spectrum analysis : aspects of the theory and application
Rahman Khan, Md. Atikur
;
Poskitt, Donald Stephen
- In:
International journal of forecasting
33
(
2017
)
1
,
pp. 199-213
Persistent link: https://www.econbiz.de/10011754700
Saved in:
4
Bias correctoin of semiparametric long memory parameter estimators via the prefiltered sieve bootstrap
Poskitt, Donald Stephen
;
Martin, M.
;
Grose, Simone D.
- In:
Econometric theory
33
(
2017
)
3
,
pp. 578-609
Persistent link: https://www.econbiz.de/10011810039
Saved in:
5
Vector autoregressive moving average identification for macroeconomic modeling : a new methodology
Poskitt, Donald Stephen
- In:
Journal of econometrics
192
(
2016
)
2
,
pp. 468-484
Persistent link: https://www.econbiz.de/10011704730
Saved in:
6
Higher-order improvements of the sieve bootstrap for fractionally integrated processes
Poskitt, Donald Stephen
;
Grose, Simone D.
;
Martin, Gael M.
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 94-110
Persistent link: https://www.econbiz.de/10011500263
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