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~isPartOf:"Arbeit und Arbeitsrecht : AuA ; die Zeitschrift für das Personal-Management"
~isPartOf:"Personal : Zeitschrift für Human Resource Management"
~isPartOf:"Working paper"
~person:"Yu, Jun"
~subject:"Estimation"
~subject:"Time series analysis"
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Zeitreihenanalyse
5
Estimation theory
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4
Long memory
3
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3
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Yu, Jun
Guo, Hui
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Poncet, Sandra
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Brunello, Giorgio
3
Bénassy-Quéré, Agnès
3
Havrylchyk, Olena
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Mazzanti, Massimiliano
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Mayer, Thierry
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McAleer, Michael
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Milcent, Carine
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Montini, Anna
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Munari, Federico
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Shi, Shuping
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Vogel, Lukas
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Zhang, Chen
2
Anderson, Richard G.
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Arbeit und Arbeitsrecht : AuA ; die Zeitschrift für das Personal-Management
Personal : Zeitschrift für Human Resource Management
Working paper
Management science : journal of the Institute for Operations Research and the Management Sciences
1
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ECONIS (ZBW)
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Multivariate stochastic volatility models based on generalized Fisher transformation
Chen, Han
;
Fei, Yijie
;
Yu, Jun
-
2023
Persistent link: https://www.econbiz.de/10014329798
Saved in:
2
On the spectral density of fractional Ornstein-Uhlenbeck process : approximation, estimation, and model comparison
Shi, Shuping
;
Yu, Jun
;
Zhang, Chen
-
2023
Persistent link: https://www.econbiz.de/10014320456
Saved in:
3
A panel clustering approach to analyzing bubble behavior
Liu, Yanbo
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10012819732
Saved in:
4
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
5
Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542210
Saved in:
6
On the optimal forecast with the fractional Brownian motion
Wang, Xiaohu
;
Zhang, Chen
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542217
Saved in:
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