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accessRights:"restricted"
subject:"Bootstrap approach"
~person:"Shang, Han Lin"
~subject:"Estimation"
~subject:"Zeitreihenanalyse"
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Bootstrap approach
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Shang, Han Lin
Gao, Jiti
17
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14
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12
Phillips, Peter C. B.
12
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10
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9
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9
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9
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8
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8
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8
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7
Demetrescu, Matei
7
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7
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Tu, Yundong
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Astin bulletin : the journal of the International Actuarial Association
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1
A comparison of hurst exponent estimators in long-range dependent curve time series
Shang, Han Lin
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10012258318
Saved in:
2
Dynamic principal component regression for forecasting functional time series in a group structure
Shang, Han Lin
- In:
Scandinavian actuarial journal
2020
(
2020
)
4
,
pp. 307-322
Persistent link: https://www.econbiz.de/10012262738
Saved in:
3
Intraday forecasts of a volatility index : functional time series methods with dynamic updating
Shang, Han Lin
;
Yang, Yang
;
Kearney, Fearghal
- In:
Application of operations research to financial markets
,
(pp. 331-354)
.
2019
Persistent link: https://www.econbiz.de/10012160005
Saved in:
4
Dynamic principal component regression : application to age-specific mortality forecasting
Shang, Han Lin
- In:
Astin bulletin : the journal of the International …
49
(
2019
)
3
,
pp. 619-645
Persistent link: https://www.econbiz.de/10012116374
Saved in:
5
Forecasting of density functions with an application to cross-sectional and intraday returns
Kokoszka, Piotr
;
Miao, Hong
;
Petersen, Alexander
; …
- In:
International journal of forecasting
35
(
2019
)
4
,
pp. 1304-1317
Persistent link: https://www.econbiz.de/10012305317
Saved in:
6
Forecasting intraday S&P 500 index returns : a functional time series approach
Shang, Han Lin
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 741-755
Persistent link: https://www.econbiz.de/10011860709
Saved in:
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