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subject:"Time series analysis"
subject:"United States"
~isPartOf:"CREATES research paper"
~isPartOf:"EUI working paper / ECO"
~person:"Santucci de Magistris, Paolo"
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Time series analysis
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Estimation theory
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Santucci de Magistris, Paolo
Nielsen, Morten Ørregaard
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Indirect inference with time series observed with error
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2014
Persistent link: https://www.econbiz.de/10010464716
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2
When long memory meets the Kalman Filter : a comparative study
Grassi, Stefano
;
Santucci de Magistris, Paolo
-
2011
Persistent link: https://www.econbiz.de/10009006828
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3
A no arbitrage fractional cointegration analysis of the range based volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003863181
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