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type_genre:"Graue Literatur"
~person:"Poskitt, Donald Stephen"
~type_genre:"Case study"
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Search: subject_exact:"ARFIMA model"
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ARMA model
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Time series analysis
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conditional sum of squares
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Poskitt, Donald Stephen
Beran, Jan
17
McAleer, Michael
16
Feng, Yuanhua
11
Gil-Alaña, Luis A.
7
Ocker, Dirk
7
Sibbertsen, Philipp
7
Silvestrini, Andrea
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5
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Karanasos, Menelaos
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Meitz, Mika
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Athanasopoulos, George
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Chen, Chi-chung
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Francq, Christian
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Hecq, Alain W. J.
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Hyndman, Rob J.
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Lan Fen Chu
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Laurent, Sébastien
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Lütkepohl, Helmut
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Peiris, Shelton
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Vahid, Farshid
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Zakoïan, Jean-Michel
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Allen, David E.
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Chan, Joshua
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Working paper / Department of Econometrics and Business Statistics, Monash University
6
Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
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ECONIS (ZBW)
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Issues in the estimation of mis-specified models of fractionally integrated processes
Martin, Gael M.
;
Nadarajah, K.
;
Poskitt, Donald Stephen
-
2018
Persistent link: https://www.econbiz.de/10012583573
Saved in:
2
Forecasting with EC-VARMA models
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10010409854
Saved in:
3
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10011780861
Saved in:
4
Bias correction of persistence measures in fractionally integrated models
Grose, Simone D.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2013
Persistent link: https://www.econbiz.de/10010245441
Saved in:
5
Vector autoregresive moving average identification for macroeconomic modeling : algorithms and theory
Poskitt, Donald Stephen
-
2009
Persistent link: https://www.econbiz.de/10008661976
Saved in:
6
Two canonical VARMA forms : scalar component models vis-à-vis the Echelon form
Athanasopoulos, George
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003778315
Saved in:
7
On the identification and estimation of partially nonstationary ARMAX systems
Poskitt, Donald Stephen
-
2004
Persistent link: https://www.econbiz.de/10002474731
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