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~person:"Poskitt, Donald Stephen"
~person:"Saikkonen, Pentti"
~subject:"Zeitreihenanalyse"
~type_genre:"Sammlung"
~type_genre:"Working Paper"
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Search: subject_exact:"AR(1) model"
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Poskitt, Donald Stephen
Saikkonen, Pentti
Koopman, Siem Jan
11
Phillips, Peter C. B.
10
Teräsvirta, Timo
10
Blasques, Francisco
8
Lucas, André
7
Medeiros, Marcelo C.
6
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Bec, Frédérique
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He, Changli
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Kang, Jian
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Talmain, Gabriel
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Andersen, Torben
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Artis, Michael J.
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Bohn Nielsen, Heino
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Bollerslev, Tim
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Dijk, Herman K. van
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Guay, Alain
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Hyndman, Rob J.
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Kapetanios, George
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Krolzig, Hans-Martin
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Lanne, Markku
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Sibbertsen, Philipp
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Sun, Yixiao
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Discussion papers / Helsinki Center of Economic Research : discussion paper
3
Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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Construction and visualization of optimal confidence sets for frequentist distributional forecasts
Harris, David
;
Martin, Gael M.
;
Perera, Indeewara
; …
-
2017
Persistent link: https://www.econbiz.de/10011782085
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2
Bias correction of persistence measures in fractionally integrated models
Grose, Simone D.
;
Martin, Gael M.
;
Poskitt, Donald Stephen
-
2014
-
Revised 13, 29
Persistent link: https://www.econbiz.de/10011780804
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3
Testing for predictability in a noninvertible ARMA model
Lanne, Markku
;
Meitz, Mika
;
Saikkonen, Pentti
-
2012
Persistent link: https://www.econbiz.de/10009505454
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4
A Gaussian mixture autoregressive model for univariate time series
Kalliovirta, Leena
;
Meitz, Mika
;
Saikkonen, Pentti
-
2012
Persistent link: https://www.econbiz.de/10009627445
Saved in:
5
Optimal forecasting of noncausal autoregressive time series
Lanne, Markku
;
Luoto, Jani
;
Saikkonen, Pentti
-
2010
Persistent link: https://www.econbiz.de/10003929220
Saved in:
6
Autoregressive approximation in nonstandard situations : the non-invertible and fractionally integrated cases
Poskitt, Donald Stephen
-
2005
Persistent link: https://www.econbiz.de/10003042639
Saved in:
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