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subject:"Zeitreihenanalyse"
type_genre:"Aufsatz im Buch"
~person:"Abry, Patrice"
~person:"Pathairat Pastpipatkul"
~person:"Pauly, Ralf"
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Zeitreihenanalyse
Estimation theory
5
Schätztheorie
5
Time series analysis
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3
Estimation
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Schätzung
2
Aktienmarkt
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Autocorrelation
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Börsenkurs
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Electric power industry
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Nonparametric statistics
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PR-EM algorithm
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Predictive recursion marginal likelihood
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Regression analysis
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Regressionsanalyse
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Threshold autoregressive
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Abry, Patrice
Pathairat Pastpipatkul
Pauly, Ralf
Gredenhoff, Mikael P.
5
Andersson, Michael K.
3
Gao, Jiti
3
Hellström, Jörgen
3
Brännäs, Kurt
2
Chan, Ngai Hang
2
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2
Engle, Robert F.
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2
Franke, Jürgen
2
Granger, C. W. J.
2
Harvey, Andrew C.
2
He, Changli
2
Heiler, Siegfried
2
Johansen, Søren
2
Kane-Janus, Couro
2
King, Maxwell L.
2
Kock, Anders Bredahl
2
Lee, Sangyeol
2
Leipus, Remigijus
2
Medeiros, Marcelo C.
2
Mills, Terence C.
2
Polasek, Wolfgang
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Songsak Sriboonchitta
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Steehouwer, Hens
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Trovik, Tørres G.
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Watson, Mark W.
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Woraphon Yamaka
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Woutersen, Tiemen
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Akkaya, Murat
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Amendola, Alessandra
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Andrikopoulos, Alexandru
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Analyse saisonaler Zeitreihen
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Robustness in econometrics
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Long memory in economics : with 50 tables
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ECONIS (ZBW)
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A generalized information theoretical approach to non-linear time series model
Songsak Sriboonchitta
;
Woraphon Yamaka
;
Paravee Maneejuk
; …
- In:
Robustness in econometrics
,
(pp. 333-348)
.
2017
Persistent link: https://www.econbiz.de/10011801366
Saved in:
2
Predictive recursion maximum likelihood of threshold autoregressive model
Pathairat Pastpipatkul
;
Woraphon Yamaka
;
Songsak …
- In:
Robustness in econometrics
,
(pp. 349-362)
.
2017
Persistent link: https://www.econbiz.de/10011801427
Saved in:
3
Wavelet analysis of nonlinear long-range dependent processes : applications to financial time series
Teyssière, Gilles
;
Abry, Patrice
- In:
Long memory in economics : with 50 tables
,
(pp. 173-238)
.
2006
Persistent link: https://www.econbiz.de/10003375645
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4
Strukturelle Komponentenmodelle : statistische Analyse und Zerlegung einer ökonomischen Zeitreihe
Pauly, Ralf
- In:
Analyse saisonaler Zeitreihen
,
(pp. 69-82)
.
1997
Persistent link: https://www.econbiz.de/10001320423
Saved in:
5
Neuere Verfahren zur Zeitreihenzerlegung : Überblick über strukturelle Komponentenansätze und ARIMA-Modell gestützte Ansätze
Pauly, Ralf
- In:
Analyse saisonaler Zeitreihen
,
(pp. 45-68)
.
1997
Persistent link: https://www.econbiz.de/10001320424
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