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subject:"Time series analysis"
~isPartOf:"CREATES research paper"
~person:"Kunst, Robert M."
~person:"Taylor, Robert"
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Time series analysis
Estimation
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adaptive estimation
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Kunst, Robert M.
Taylor, Robert
Nielsen, Morten Ørregaard
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Teräsvirta, Timo
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Grassi, Stefano
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Silvennoinen, Annastiina
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Cavaliere, Giuseppe
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Delle Monache, Davide
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Ergemen, Yunus Emre
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CREATES research paper
IHS economics series : working paper
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Reihe Ökonomie
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Queen's Economics Department working paper
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Econometric theory
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Arbeitspapier / Institut für Volkswirtschaftslehre, Sozial- und Wirtschaftswissenschaftliche Fakultät, Johannes-Kepler-Universität, Linz,
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Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
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Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
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Bootstrap score tests for fractional integration in heteroskedastic ARFIMA Models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2014
Persistent link: https://www.econbiz.de/10010394614
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