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subject:"Schätzung"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of forecasting"
~isPartOf:"Journal of the American Statistical Association : JASA"
~person:"Chen, Willa W."
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Schätzung
Zeitreihenanalyse
Estimation theory
2
Schätztheorie
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Time series analysis
2
Cointegration
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Chen, Willa W.
Fan, Jianqing
3
Ravishanker, Nalini
3
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2
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Journal of forecasting
Journal of the American Statistical Association : JASA
Statistics Working Papers Series, Vol. , pp. -, 2004
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
NYU Working Paper
1
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ECONIS (ZBW)
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On the correlation matriox of the discrete fourier transform and the fast solution of large toeplitz systems for long-memory time series
Chen, Willa W.
;
Hurvich, Clifford M.
;
Lu, Yi
- In:
Journal of the American Statistical Association : JASA
101
(
2006
)
474
,
pp. 812-822
Persistent link: https://www.econbiz.de/10003334776
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2
Semiparametric estimation of multivariate fractional cointegration
Chen, Willa W.
;
Hurwich, Clifford M.
- In:
Journal of the American Statistical Association : JASA
98
(
2003
)
463
,
pp. 629-642
Persistent link: https://www.econbiz.de/10001828526
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