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subject:"Probability theory"
subject:"Time series analysis"
~subject:"Cointegration"
~type_genre:"Amtsdruckschrift"
~type_genre:"Forschungsbericht"
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ECONIS (ZBW)
51
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1
Beveridge-Nelson decomposition with Markov switching
Low, Chin Nam
;
Anderson, Heather M.
;
Snyder, Ralph D.
-
2006
Persistent link: https://www.econbiz.de/10003365301
Saved in:
2
Tail probabilities for regression estimators
Mikosch, Thomas
;
Vries, Casper G. de
-
2006
Persistent link: https://www.econbiz.de/10003370429
Saved in:
3
The asymptotic minimax risk for the estimation of constrained binomial and multinomial probabilities
Braess, Dietrich
;
Dette, Holger
-
2004
Persistent link: https://www.econbiz.de/10001982739
Saved in:
4
Distinguishing between long-range dependence and deterministic trends
Sibbertsen, Philipp
;
Venetis, Ioannis
-
2003
Persistent link: https://www.econbiz.de/10001813104
Saved in:
5
On detecting jumps in time series : nonparametric setting
Pawlak, Mirek
;
Rafajlowicz, Ewaryst
;
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001813602
Saved in:
6
Jump-preserving monitoring of dependent time series using pilot estimators
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001981774
Saved in:
7
A modification of the HP filter aiming at reducing the end-point bias
Bruchez, Pierre-Alain
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002367344
Saved in:
8
Log-periodogram estimation of the memory parameter of a long-memory process under trend
Sibbertsen, Philipp
-
2001
Persistent link: https://www.econbiz.de/10001675713
Saved in:
9
Parameter estimation in time series analysis
Spokojnyj, Vladimir G.
-
2009
Persistent link: https://www.econbiz.de/10003823733
Saved in:
10
Locally adaptive estimation methods with application to univariate time series
Elagin, Mstislav
-
2008
Persistent link: https://www.econbiz.de/10003809691
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