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~accessRights:"free"
~language:"eng"
~person:"Dette, Holger"
~person:"Lambertini, Luca"
~subject:"Time series analysis"
~type:"book"
~type_genre:"Working Paper"
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Time series analysis
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Dette, Holger
Lambertini, Luca
Gil-Alaña, Luis A.
130
Caporale, Guglielmo Maria
123
Koopman, Siem Jan
108
Gao, Jiti
66
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64
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63
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58
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52
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43
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42
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41
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39
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39
Dijk, Dick van
38
Härdle, Wolfgang
36
Koop, Gary
32
Kunst, Robert M.
32
Nielsen, Morten Ørregaard
32
Ravazzolo, Francesco
32
Feng, Yuanhua
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Hallin, Marc
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Fried, Roland
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Beran, Jan
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
9
ECARES working paper
5
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
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ECONIS (ZBW)
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The integrated copula spectrum
Goto, Yuichi
;
Kley, Tobias
;
Van Hecke, Ria
;
Volgushev, …
-
2021
Persistent link: https://www.econbiz.de/10012698536
Saved in:
2
On Wigner-Ville spectra and the unicity of time-varying : quantile-based spectral densities
Birr, Stefan
;
Dette, Holger
;
Hallin, Marc
;
Kley, Tobias
; …
-
2016
Persistent link: https://www.econbiz.de/10011672494
Saved in:
3
Quantile spectral analysis for locally stationary time series
Birr, Stefan
;
Volgushev, Stanislav
;
Kley, Tobias
; …
-
2015
Persistent link: https://www.econbiz.de/10011622344
Saved in:
4
Detecting relevant changes in time series models
Dette, Holger
;
Wied, Dominik
-
2014
Persistent link: https://www.econbiz.de/10010347323
Saved in:
5
Quantile correlations : uncovering temporal dependencies in financial time series
Schmitt, Thilo A.
;
Schäfer, Rudi
;
Dette, Holger
;
Guhr, …
-
2014
Persistent link: https://www.econbiz.de/10010408303
Saved in:
6
Quantile spectral analysis for locally stationary time series
Skowronek, Stefan
;
Volgushev, Stanislav
;
Kley, Tobias
; …
-
2014
Persistent link: https://www.econbiz.de/10010347305
Saved in:
7
Quantile spectral analysis for locally stationary time series
Skowronek, Stefan
;
Volgushev, Stanislav
;
Kley, Tobias
; …
-
2014
Persistent link: https://www.econbiz.de/10010376928
Saved in:
8
Quantile spectral processes : asymptotic analysis and inference
Kley, Tobias
;
Volgushev, Stanislav
;
Dette, Holger
; …
-
2014
Persistent link: https://www.econbiz.de/10010378433
Saved in:
9
Testing semiparametric hypotheses in locally stationary processes
Preuß, Philip
;
Vetter, Mathias
;
Dette, Holger
-
2011
Persistent link: https://www.econbiz.de/10009153837
Saved in:
10
Goodness-of-fit tests for multiplicativemodels with dependent data
Dette, Holger
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003581921
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