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subject:"Statistical theory"
subject:"Time series analysis"
~person:"Harvey, Andrew C."
~type_genre:"Graue Literatur"
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Statistical theory
Time series analysis
Estimation theory
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robustness
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Harvey, Andrew C.
Gao, Jiti
38
Koopman, Siem Jan
30
Phillips, Peter C. B.
29
Nielsen, Morten Ørregaard
24
Johansen, Søren
22
Maravall Herrero, Agustín
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Lütkepohl, Helmut
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Teräsvirta, Timo
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Sibbertsen, Philipp
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Franses, Philip Hans
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Lucas, André
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Kapetanios, George
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Linton, Oliver
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Gouriéroux, Christian
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Koop, Gary
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Peng, Bin
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Swanson, Norman R.
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Brännäs, Kurt
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Hyndman, Rob J.
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Härdle, Wolfgang
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Martin, Gael M.
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Nielsen, Bent
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Pesaran, M. Hashem
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Gómez, Víctor
10
Li, Degui
10
Ooms, Marius
10
Spokojnyj, Vladimir G.
10
Bauwens, Luc
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Beran, Jan
9
Blasques, Francisco
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Dong, Chaohua
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Marcellino, Massimiliano
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Schlicht, Ekkehart
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Tjostheim, Dag
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Winker, Peter
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Brakel, Jan A. van den
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Score-driven time series models
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013257426
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2
Filtering with heavy tails
Harvey, Andrew C.
;
Luati, Alessandra
-
2012
Persistent link: https://www.econbiz.de/10009737948
Saved in:
3
Testing for trend
Busetti, Fabio
-
2007
Persistent link: https://www.econbiz.de/10013439576
Saved in:
4
Messy time series : a unified approach
Harvey, Andrew C.
;
Koopman, Siem Jan
;
Penzer, Jeremy
-
1997
Persistent link: https://www.econbiz.de/10000960677
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