SEMIFAR models
Year of publication: |
1999
|
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Authors: | Beran, Jan ; Feng, Yuanhua ; Ocker, Dirk |
Publisher: |
Dortmund : Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen |
Subject: | Nichtparametrisches Verfahren | Zeitreihenanalyse | Theorie | ARMA-Modell | trend differencing | long-range dependence | difference stationarity | fractional ARIMA | BIC | kernel estimation | bandwidth | semiparametric models | forecasting |
Series: | Technical Report ; 1999,03 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 768052963 [GVK] hdl:10419/77353 [Handle] RePEc:zbw:sfb475:199903 [RePEc] |
Source: |
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Beran, Jan, (1999)
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SEMIFAR forecasts, with applications to foreign exchange rates
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