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subject:"Stochastischer Prozess"
~accessRights:"restricted"
~subject:"Zustandsraummodell"
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Search: subject_exact:"ARFIMA-Modell"
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Stochastischer Prozess
Zustandsraummodell
ARMA model
191
ARMA-Modell
191
Time series analysis
148
Zeitreihenanalyse
148
Forecasting model
99
Prognoseverfahren
99
Theorie
79
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79
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44
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Capital income
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Börsenkurs
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18
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Aktienmarkt
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forecasting
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long memory
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Boubaker, Heni
2
Chan, Joshua
2
Gülerce, Mustafa
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2
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1
Asai, Manabu
1
Benth, Fred Espen
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1
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1
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1
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1
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1
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1
Jensen, Mark J.
1
Jucknewitz, Roland
1
Kobpongkit Navapan
1
Koekebakker, Steen
1
Lee, Yoonsuk
1
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1
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1
McAleer, Michael
1
Miller, Stephen M.
1
Ojeda Cunya, Junior Alex
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1
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International journal of forecasting
3
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2
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1
Applied economics
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1
International journal of financial engineering
1
International journal of management and decision making : IJMDM
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Maritime economics & logistics : a quarterly scientific journal committed to the advancement of maritime economics as a distinct and well defined branch of both applied economics and international business
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ECONIS (ZBW)
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1
A hybrid ARFIMA wavelet artificial neural network model for DJIA index forecasting
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
- In:
Computational economics
62
(
2023
)
4
,
pp. 1801-1843
Persistent link: https://www.econbiz.de/10014437593
Saved in:
2
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
3
Multivariate fractional components analysis
Hartl, Tobias
;
Jucknewitz, Roland
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 880-914
Persistent link: https://www.econbiz.de/10014314837
Saved in:
4
Hull-WEMA : a novel zero-lag approach in the moving average family, with an application to COVID-19
Hansun, Seng
;
Charles, Vincent
;
Gherman, Tatiana
; …
- In:
International journal of management and decision making …
21
(
2022
)
1
,
pp. 92-112
Persistent link: https://www.econbiz.de/10012800251
Saved in:
5
Predictability, real time estimation, and the formulation of unobserved components models
Proietti, Tommaso
- In:
Econometric reviews
40
(
2021
)
5
,
pp. 433-454
Persistent link: https://www.econbiz.de/10012515613
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6
Large Bayesian VARs : a flexible Kronecker error covariance structure
Chan, Joshua
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 68-79
Persistent link: https://www.econbiz.de/10012179513
Saved in:
7
Cointegrated dynamics for a generalized long memory process : application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012258310
Saved in:
8
A neural network enhanced volatility component model
Zhai, Jia
;
Cao, Yi
;
Liu, Xiaoquan
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 783-797
Persistent link: https://www.econbiz.de/10012262620
Saved in:
9
Optimal filter approximations for latent long memory stochastic volatility
Yap, Grace Lee Ching
- In:
Computational economics
56
(
2020
)
2
,
pp. 547-568
Persistent link: https://www.econbiz.de/10012272047
Saved in:
10
Forecasting bulk prices of Bordeaux wines using leading indicators
Paroissien, Emmanuel
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 292-309
Persistent link: https://www.econbiz.de/10012414766
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