Robust and powerful tests for nonlinear deterministic components
Year of publication: |
2015
|
---|---|
Authors: | Astill, Sam ; Harvey, David I. ; Leybourne, Stephen James ; Taylor, Robert |
Published in: |
Oxford bulletin of economics and statistics. - Oxford [u.a.] : Wiley-Blackwell, ISSN 0305-9049, ZDB-ID 215159-5. - Vol. 77.2015, 6, p. 780-799
|
Subject: | Zeitreihenanalyse | Time series analysis | Fourier-Analyse | Fourier analysis | Robustes Verfahren | Robust statistics |
-
Fourier series method for measurement of multivariate volatilities
Malliavin, Paul, (2002)
-
A Fast Fractional Difference Algorithm
Jensen, Andreas, (2013)
-
Forecast combination in the frequency domain
Faria, Gonçalo, (2023)
- More ...
-
Robust tests for a linear trend with an application to equity indices
Astill, Sam, (2014)
-
Tests for an end-of-sample bubble in financial time series
Astill, Sam, (2017)
-
Bonferroni type tests for return predictability and the initial condition
Astill, Sam, (2024)
- More ...