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subject:"Time series analysis"
~institution:"Australien / Bureau of Statistics"
~institution:"Fachhochschule Stralsund / Fachbereich Wirtschaft"
~institution:"Université de Montréal / Département de sciences économiques"
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Time series analysis
Theorie
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7
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3
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Conference Nonlinear Dynamics and Economics <1992, Florenz>
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Conference on Applied Probability and Time Series Analysis <1995, Athen>
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ECONIS (ZBW)
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Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
Gonçalves, Sílvia
(
contributor
);
Kilian, Lutz
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947544
Saved in:
2
Méthodes d'inférence exactes pour un modèle de régression avec erreur AR(2) gaussiennes
Dufour, Jean-Marie
(
contributor
);
Neifar, Malika
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947831
Saved in:
3
Correcting the errors : a note on volatility forecast evaluation based on high-frequency data and realized volatilities
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947554
Saved in:
4
"Analyse und Prognose von stündlichen Preisreihen für Elektroenergie mit Hilfe von Mehrgleichungsmodellen mit GARCH-Struktur"
Götze, Wolfgang
-
2005
Persistent link: https://www.econbiz.de/10003298994
Saved in:
5
"Random Walk Modellierung monatlicher Zeitreihen für Rohstoffe und Elektroenergie"
Götze, Wolfgang
-
2005
Persistent link: https://www.econbiz.de/10003299006
Saved in:
6
Diagnostic measures for comparing direct and aggregative seasonal adjustments
Cannon, Jeff
-
2000
Persistent link: https://www.econbiz.de/10001509283
Saved in:
7
Using state space models and composite estimation to measure the effects of telephone interviewing on labour force estimates
Bell, Philip A.
-
1998
Persistent link: https://www.econbiz.de/10000983042
Saved in:
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