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accessRights:"free"
type_genre:"Forschungsbericht"
~subject:"Financial market"
~subject:"Wirtschaftsstatistik"
~subject:"Zeitreihenanalyse"
~type_genre:"Bibliography included"
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Beveridge-Nelson decomposition with Markov switching
Low, Chin Nam
;
Anderson, Heather M.
;
Snyder, Ralph D.
-
2006
Persistent link: https://www.econbiz.de/10003365301
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2
Some properties of tests for possibly unidentified parameters
Forchini, Giovanni
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2005
Persistent link: https://www.econbiz.de/10003147021
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3
On the bimodality of the exact distribution of the TSLS estimator
Forchini, Giovanni
-
2005
Persistent link: https://www.econbiz.de/10003042577
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4
Jump-preserving monitoring of dependent time series using pilot estimators
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001981774
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5
Distinguishing between long-range dependence and deterministic trends
Sibbertsen, Philipp
;
Venetis, Ioannis
-
2003
Persistent link: https://www.econbiz.de/10001813104
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6
Sequential control of time series by functionals of kernel-weighted empirical processes under local alternatives
Steland, Ansgar
-
2003
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Revision
Persistent link: https://www.econbiz.de/10001813124
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7
Optimal sequential kernel detection for dependent processes
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001813592
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8
On detecting jumps in time series : nonparametric setting
Pawlak, Mirek
;
Rafajlowicz, Ewaryst
;
Steland, Ansgar
-
2003
Persistent link: https://www.econbiz.de/10001813602
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9
Log-periodogram estimation of the memory parameter of a long-memory process under trend
Sibbertsen, Philipp
-
2001
Persistent link: https://www.econbiz.de/10001675713
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