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type:"book"
type_genre:"Amtsdruckschrift"
~person:"Broze, Laurence"
~person:"Cron, Axel"
~type_genre:"Forschungsbericht"
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Estimation theory
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Broze, Laurence
Cron, Axel
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ECONIS (ZBW)
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Efficient use of high order autocorrelations for estimating autoregressive processes
Broze, Laurence
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
1999
Persistent link: https://www.econbiz.de/10001430412
Saved in:
2
A simple regime-switching model for stochastic volatilities
Christopeit, Norbert
-
1997
Persistent link: https://www.econbiz.de/10000982947
Saved in:
3
Uniform consistency of modified Kernel estimators in parametric ARCH-models
Cron, Axel
-
1995
Persistent link: https://www.econbiz.de/10000913087
Saved in:
4
Uniform consistency of modified kernel estimators in nonparametric multivariate VARCH-models
Cron, Axel
-
1995
Persistent link: https://www.econbiz.de/10000916732
Saved in:
5
Kernel estimation in regime-varying regression models
Cron, Axel
-
1995
Persistent link: https://www.econbiz.de/10000922821
Saved in:
6
Forecast intervals in Arch exponential smoothing
Broze, Laurence
;
Mélard, Guy
;
Scaillet, Olivier
-
1994
Persistent link: https://www.econbiz.de/10000902195
Saved in:
7
Testing for continuous-time models of the short-term interest rate
Broze, Laurence
-
1993
Persistent link: https://www.econbiz.de/10000875390
Saved in:
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