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isPartOf:"Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques"
type:"book"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Estimation theory
90
Schätztheorie
90
Theorie
83
Theory
83
Time series analysis
15
Statistical theory
5
Statistische Methodenlehre
5
Chaos theory
4
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Gouriéroux, Christian
4
Broze, Laurence
2
Comte, Fabienne
2
Guerre, Emmanuel
2
Guégan, Dominique
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Hardouin, C.
2
Jasiak, Joann
2
Scaillet, Olivier
2
Zakoïan, Jean-Michel
2
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Breitung, Jörg
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1
Francq, Christian
1
Ghysels, Eric
1
Henry, Mark S.
1
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1
Monfort, Alain
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
Discussion paper / Tinbergen Institute
98
Working paper / Department of Econometrics and Business Statistics, Monash University
62
CREATES research paper
59
Cowles Foundation discussion paper
40
NBER Working Paper
39
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
36
EUI working paper / ECO
29
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
NBER working paper series
26
SFB 649 discussion paper
26
Working paper series
24
LSE STICERD Research Paper
23
Discussion paper / Centre for Economic Forecasting
22
Technical working paper / National Bureau of Economic Research
22
Discussion paper / Center for Economic Research, Tilburg University
21
NBER technical working paper series
21
Umeå economic studies
21
Working paper
21
Discussion paper
20
Working paper / National Bureau of Economic Research, Inc.
20
Cowles Foundation Discussion Paper
19
Discussion paper / Department of Economics, University of California San Diego
19
Report / Econometric Institute, Erasmus University Rotterdam
18
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
17
CEMMAP working papers / Centre for Microdata Methods and Practice
16
Discussion papers in economics
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Working paper series in economics and finance
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
15
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
15
Discussion papers of interdisciplinary research project 373
15
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
15
Documentos de trabajo / Banco de España, Servicio de Estudios
15
Economics discussion papers
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Discussion papers / Department of Economics, University of Copenhagen
14
CAMA working paper series
13
CEIS Working Paper
13
CESifo working papers
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CORE discussion paper : DP
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Cambridge working papers in economics
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ECONIS (ZBW)
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1
Nonlinear autocorrelograms : an application to intra-trade durations
Gouriéroux, Christian
;
Jasiak, Joann
-
1998
Persistent link: https://www.econbiz.de/10000996742
Saved in:
2
Semiparametric frequency domain estimation for time series with conditional heteroscedasticity
Henry, Mark S.
-
1997
Persistent link: https://www.econbiz.de/10000980264
Saved in:
3
Predictive dimension : an alternative definition of the embedding dimension
Guégan, Dominique
;
Lisi, Francesco
-
1997
Persistent link: https://www.econbiz.de/10000980457
Saved in:
4
Kernel autocorrelogram for time deformed processes
Ghysels, Eric
;
Gouriéroux, Christian
;
Jasiak, Joann
-
1996
Persistent link: https://www.econbiz.de/10000950447
Saved in:
5
Rank tests for unit roots
Breitung, Jörg
;
Gouriéroux, Christian
-
1996
Persistent link: https://www.econbiz.de/10000950453
Saved in:
6
A review on techniques of estimation in long-memory processes : application to intra-day data
Bisaglia, Luisa
;
Guégan, Dominique
-
1996
Persistent link: https://www.econbiz.de/10000950816
Saved in:
7
Multivariate ARMA models with generalized autoregressive linear innovation
Francq, Christian
;
Zakoïan, Jean-Michel
-
1995
Persistent link: https://www.econbiz.de/10000910561
Saved in:
8
Regression on log-regularized periodogram under assumption on bounded spectral densities : the non fractional and the fractional cases
Comte, Fabienne
;
Hardouin, C.
-
1995
Persistent link: https://www.econbiz.de/10000912012
Saved in:
9
Regression on log-regularized periodogram for fractional models at low frequencies
Comte, Fabienne
;
Hardouin, C.
-
1995
Persistent link: https://www.econbiz.de/10000912857
Saved in:
10
The limit distribution of level crossings of a random walk, and a simple unit root test
Burridge, Peter
;
Guerre, Emmanuel
-
1995
Persistent link: https://www.econbiz.de/10000912860
Saved in:
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