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~person:"Hyndman, Rob J."
~person:"Krolzig, Hans-Martin"
~subject:"Zeitreihenanalyse"
~type_genre:"Sammlung"
~type_genre:"Working Paper"
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Search: subject_exact:"AR(1) model"
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Hyndman, Rob J.
Krolzig, Hans-Martin
Koopman, Siem Jan
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Phillips, Peter C. B.
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Teräsvirta, Timo
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Blasques, Francisco
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Lucas, André
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Bollerslev, Tim
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Dijk, Herman K. van
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Poskitt, Donald Stephen
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ECONIS (ZBW)
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Conditional normalization in time series analysis
Gamakumara, Puwasala
;
Santos-Fernández, Edgar
; …
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2023
Persistent link: https://www.econbiz.de/10014451325
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2
Seasonal functional autoregressive models
Zamani, Atefeh
;
Haghbin, Hossein
;
Hashemi, Maryam
; …
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2019
Persistent link: https://www.econbiz.de/10012593931
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3
Boosting multi-step autoregressive forecasts
Ben Taieb, Souhaib
;
Hyndman, Rob J.
-
2014
Persistent link: https://www.econbiz.de/10010349977
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4
The European business cycle
Artis, Michael J.
;
Krolzig, Hans-Martin
;
Toro, Juan
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1999
Persistent link: https://www.econbiz.de/10001437100
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5
The European Business Cycle
Artis, Michael J.
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1999
Persistent link: https://www.econbiz.de/10013422871
Saved in:
6
Business cycle asymmetries : characterisation and testing based on Markov-switching autoregressions
Clements, Michael P.
;
Krolzig, Hans-Martin
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1998
Persistent link: https://www.econbiz.de/10001370037
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