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person:"Francq, Christian"
~subject:"ARMA model"
~subject:"Maximum-Likelihood-Schätzung"
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Search: subject_exact:"ARFIMA model"
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ARMA model
Maximum-Likelihood-Schätzung
ARMA-Modell
7
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4
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4
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3
Markov-Kette
3
Time series analysis
3
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Francq, Christian
Gil-Alaña, Luis A.
23
McAleer, Michael
22
Beran, Jan
18
Feng, Yuanhua
12
Karanasos, Menelaos
12
Poskitt, Donald Stephen
12
Sibbertsen, Philipp
11
Lütkepohl, Helmut
10
Maravall Herrero, Agustín
10
Palm, Franz C.
10
Silvestrini, Andrea
10
Athanasopoulos, George
9
Koopman, Siem Jan
9
Vahid, Farshid
9
Baillie, Richard
8
Kapetanios, George
8
Laurent, Sébastien
8
Saikkonen, Pentti
8
Asai, Manabu
7
Glabadanidis, Paskalis
7
Gupta, Rangan
7
Hecq, Alain W. J.
7
Lieberman, Offer
7
Ocker, Dirk
7
Phillips, Peter C. B.
7
Račev, Svetlozar T.
7
Bhardwaj, Geetesh
6
Chan, Joshua
6
Dufays, Arnaud
6
Fabozzi, Frank J.
6
Hauser, Michael A.
6
Hyndman, Rob J.
6
Lardic, Sandrine
6
Liesenfeld, Roman
6
Ling, Shiqing
6
Mayoral, Laura
6
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6
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6
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6
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4
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1
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1
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1
An exponential Chi-squared QMLE for log-GARCH models via the ARMA representation
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
1
,
pp. 129-154
Persistent link: https://www.econbiz.de/10011987691
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2
Combining nonparametric and optimal linear time series predictions
Dabo-Niang, Sophie
;
Francq, Christian
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935357
Saved in:
3
Diagnostic checking in ARMA models with uncorrelated errors
Francq, Christian
;
Roy, Roch
;
Zakoïan, Jean-Michel
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
470
,
pp. 532-544
Persistent link: https://www.econbiz.de/10002929352
Saved in:
4
Stationarity of multivariateMarkov-switching ARMA models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
102
(
2001
)
2
,
pp. 339-364
Persistent link: https://www.econbiz.de/10001580640
Saved in:
5
Estimating stochastic volatility models : a new approach based on ARMA representations
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001549029
Saved in:
6
Stationarity of multivariate markov-switching ARMA models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2000
Persistent link: https://www.econbiz.de/10001530320
Saved in:
7
Linear-representations based estimation of switching-regime GARCH models
Francq, Christian
;
Zakoïan, Jean-Michel
-
1999
Persistent link: https://www.econbiz.de/10001430409
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