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~person:"Johansen, Søren"
~subject:"ARMA model"
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ARMA model
Modellierung
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Scientific modelling
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Time series analysis
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Zeitreihenanalyse
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Cointegration
12
Kointegration
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VAR model
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VAR-Modell
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Induktive Statistik
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Statistical inference
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Estimation theory
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Autokorrelation
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Einheitswurzeltest
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Hedging
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Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
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Portfolio selection
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cointegration
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Likelihood inference
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Metal market
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Johansen, Søren
Beran, Jan
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Feng, Yuanhua
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Monfort, Alain
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Pegoraro, Fulvio
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Riani, Marco
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Atkinson, Anthony C.
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Meitz, Mika
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Atkinson, Anthony
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Aydemir, Abdurrahman
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Findley, David F.
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Gharipour, Amin
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Guo, Guang
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Hubata, Robert
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Johansen, Soren
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Kascha, Christian
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Lopes, Silvia R. C.
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Louzis, Dimitrios P.
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The selection of ARIMA models with or without regressors
Johansen, Søren
;
Riani, Marco
;
Atkinson, Anthony C.
-
2012
Persistent link: https://www.econbiz.de/10009660743
Saved in:
2
The selection of ARIMA models with or without regressors
Johansen, Søren
;
Riani, Marco
;
Atkinson, Anthony C.
-
2012
Persistent link: https://www.econbiz.de/10009667308
Saved in:
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