//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Yu, Jun"
~subject:"ARMA model"
~subject:"Long memory"
~subject:"Stochastischer Prozess"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Trend-cycle estimation"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARMA model
Long memory
Stochastischer Prozess
Time series analysis
33
Zeitreihenanalyse
33
Theorie
21
Theory
21
Stochastic process
12
Bubbles
8
Estimation theory
8
Schätztheorie
8
Spekulationsblase
8
Volatility
8
Volatilität
8
Statistical test
6
Statistischer Test
6
Maximum likelihood estimation
5
Maximum-Likelihood-Schätzung
5
ARMA-Modell
4
Capital income
4
Einheitswurzeltest
4
Financial crisis
4
Finanzkrise
4
Kapitaleinkommen
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Unit root test
4
Markov chain
3
Markov-Kette
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Realized volatility
3
Bayes-Statistik
2
Bayesian inference
2
CAPM
2
Disjoint confidence sets
2
Explosiveness
2
Forecasting model
2
HAR test
2
Induktive Statistik
2
more ...
less ...
Online availability
All
Free
7
Undetermined
5
Type of publication
All
Article
9
Book / Working Paper
8
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Arbeitspapier
8
Graue Literatur
8
Non-commercial literature
8
Working Paper
8
Language
All
English
17
Author
All
Yu, Jun
Gil-Alaña, Luis A.
67
Phillips, Peter C. B.
43
Koopman, Siem Jan
38
Caporale, Guglielmo Maria
32
McAleer, Michael
28
Gao, Jiti
27
Chan, Joshua
23
Sibbertsen, Philipp
22
Gupta, Rangan
17
Asai, Manabu
16
Bos, Charles S.
15
Tauchen, George Eugene
15
Todorov, Viktor
15
Lucas, André
14
Rodriguez, Gabriel
14
Taylor, Robert
14
Marcellino, Massimiliano
13
Beran, Jan
12
Blasques, Francisco
12
Härdle, Wolfgang
12
Martin, Gael M.
11
Harvey, Andrew C.
10
Lieberman, Offer
10
Maravall Herrero, Agustín
10
Zhang, Bo
10
Benth, Fred Espen
9
Clark, Todd E.
9
Feng, Yuanhua
9
Grassi, Stefano
9
Hafner, Christian M.
9
Kilian, Lutz
9
Li, Jia
9
Lux, Thomas
9
Lütkepohl, Helmut
9
Proietti, Tommaso
9
Shephard, Neil G.
9
Boubaker, Heni
8
Carriero, Andrea
8
Cross, Jamie
8
more ...
less ...
Published in...
All
Working paper
5
Journal of econometrics
4
Cowles Foundation discussion paper
2
Annals of economics and finance
1
Econometric reviews
1
Econometric theory
1
Economics letters
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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
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/10013326614
Saved in:
4
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/10013464259
Saved in:
5
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:
6
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:
7
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:
8
Volatility puzzle : long memory or antipersistency
Shi, Shuping
;
Yu, Jun
- In:
Management science : journal of the Institute for …
69
(
2023
)
7
,
pp. 3861-3883
Persistent link: https://www.econbiz.de/10014338293
Saved in:
9
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
10
An improved Bayesian unit root test in stochastic volatility models
Li, Yong
;
Yu, Jun
- In:
Annals of economics and finance
20
(
2019
)
1
,
pp. 103-122
Persistent link: https://www.econbiz.de/10012110029
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->